+19.8%
DDOG vs RIG
+43.0%
-23.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -7.6% | -6.8% | -13.4% |
| 7D | -32.2% | -18.8% | -13.4% | -30.5% |
| 30D | -31.7% | -1.1% | -30.6% | -31.0% |
| 3M | -34.5% | +4.4% | -38.9% | -34.4% |
| 6M | +28.7% | -20.8% | +49.4% | +32.2% |
| YTD | +38.8% | +32.0% | +6.8% | +20.6% |
| 1Y | +19.8% | +39.7% | -19.9% | +0.3% |
| All | +19.8% | +43.0% | -23.2% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling