+60.4%
DDOG vs RIG
+79.6%
-19.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.9% | +8.0% | +7.2% |
| 7D | +7.7% | -8.2% | +15.9% | +8.4% |
| 30D | -13.6% | -0.2% | -13.4% | -13.7% |
| 3M | -0.9% | -2.7% | +1.8% | -0.8% |
| 6M | +75.2% | -7.5% | +82.7% | +75.0% |
| YTD | +65.7% | +38.3% | +27.4% | +53.4% |
| 1Y | +60.4% | +81.8% | -21.5% | +46.5% |
| All | +60.4% | +79.6% | -19.2% | +46.5% |
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