+19.8%
DDOG vs RIOT
-21.9%
+41.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +9.6% | -24.0% | -15.1% |
| 7D | -32.2% | +6.4% | -38.6% | -32.7% |
| 30D | -31.7% | -20.4% | -11.3% | -31.3% |
| 3M | -34.5% | -28.7% | -5.8% | -33.9% |
| 6M | +28.7% | -17.7% | +46.4% | +27.3% |
| YTD | +38.8% | +21.3% | +17.5% | +32.7% |
| 1Y | +19.8% | -20.3% | +40.1% | +9.2% |
| All | +19.8% | -21.9% | +41.8% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 1y: compounded portfolio wealth divided by compounded RIOT 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…
1y analysis · Full analysis span regression · 6 months rolling