+76.7%
DDOG vs RIO
+51.7%
+25.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +2.9% | -0.9% | +3.8% | +3.1% |
| 30D | -31.6% | -9.1% | -22.5% | -30.1% |
| 3M | -27.0% | -13.7% | -13.3% | -24.7% |
| 6M | -10.3% | -24.3% | +14.0% | -4.7% |
| YTD | +35.4% | +8.9% | +26.5% | +29.9% |
| 1Y | -1.0% | +22.7% | -23.6% | -8.3% |
| 3Y | +76.7% | +51.2% | +25.5% | +48.8% |
| All | +76.7% | +51.7% | +25.0% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling