+115.3%
DDOG vs RIG
-28.9%
+144.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.0% |
| 7D | -6.1% | -2.7% | -3.4% | -5.8% |
| 30D | -10.1% | +9.5% | -19.6% | -11.5% |
| 3M | -9.3% | -6.6% | -2.6% | -8.6% |
| 6M | +67.2% | -2.9% | +70.0% | +66.2% |
| YTD | +54.6% | +39.5% | +15.1% | +43.3% |
| 1Y | +54.1% | +82.3% | -28.2% | +35.6% |
| 3Y | +115.3% | -29.6% | +144.9% | +95.2% |
| All | +115.3% | -28.9% | +144.2% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling