+59.9%
DDOG vs RIO
+101.7%
-41.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.1% | +7.2% | +7.2% |
| 7D | +7.7% | +1.0% | +6.7% | +7.3% |
| 30D | -13.6% | +4.0% | -17.6% | -14.8% |
| 3M | -0.9% | +4.5% | -5.4% | -2.5% |
| 6M | +75.2% | +17.3% | +57.9% | +64.9% |
| YTD | +65.7% | +36.2% | +29.5% | +47.3% |
| 1Y | +60.4% | +76.1% | -15.8% | +30.2% |
| 3Y | +130.7% | +102.5% | +28.1% | +73.1% |
| 5Y | +59.9% | +103.5% | -43.7% | +20.6% |
| All | +59.9% | +101.7% | -41.8% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling