+489.1%
DDOG vs RIO
+219.9%
+269.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +3.9% | -3.2% | +7.1% | +4.9% |
| 30D | -8.2% | +0.9% | -9.1% | -8.7% |
| 3M | -5.6% | -1.4% | -4.1% | -5.4% |
| 6M | +73.5% | +10.9% | +62.6% | +66.5% |
| YTD | +62.7% | +31.2% | +31.5% | +46.9% |
| 1Y | +59.0% | +67.9% | -8.9% | +32.2% |
| 3Y | +117.1% | +88.8% | +28.3% | +70.2% |
| 5Y | +61.3% | +93.1% | -31.8% | +24.2% |
| All | +489.1% | +219.9% | +269.2% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling