+165.6%
DDOG vs RGTI
+53.9%
+111.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.6% | +10.8% | +7.5% |
| 7D | +7.7% | +2.5% | +5.2% | +7.3% |
| 30D | -13.6% | -13.7% | 0.0% | -12.4% |
| 3M | -0.9% | -22.6% | +21.7% | +1.1% |
| 6M | +75.2% | -13.4% | +88.6% | +73.7% |
| YTD | +65.7% | -31.2% | +96.8% | +67.4% |
| 1Y | +60.4% | -7.6% | +68.0% | +53.0% |
| 3Y | +130.7% | +669.7% | -539.0% | +27.3% |
| 5Y | +59.9% | +57.0% | +2.8% | +33.1% |
| All | +165.6% | +53.9% | +111.7% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RGTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling