-5.5%
DDOG vs RIG
+42.7%
-48.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -19.1% | -12.2% | -6.9% | -16.8% |
| 30D | -39.2% | -6.0% | -33.2% | -38.3% |
| 3M | -31.6% | -9.4% | -22.1% | -30.5% |
| 6M | -10.9% | -19.1% | +8.2% | -8.0% |
| YTD | +31.2% | +25.4% | +5.8% | +22.2% |
| 1Y | -10.7% | +23.3% | -34.0% | -16.5% |
| 3Y | +72.1% | -22.1% | +94.2% | +67.2% |
| 5Y | -5.5% | +50.1% | -55.7% | -22.9% |
| All | -5.5% | +42.7% | -48.2% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling