+115.3%
DDOG vs RIOT
+97.0%
+18.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.5% |
| 7D | -6.1% | +25.1% | -31.2% | -8.6% |
| 30D | -10.1% | +8.5% | -18.6% | -11.4% |
| 3M | -9.3% | -13.4% | +4.1% | -8.9% |
| 6M | +67.2% | +57.1% | +10.0% | +53.6% |
| YTD | +54.6% | +75.7% | -21.1% | +38.3% |
| 1Y | +54.1% | +65.6% | -11.5% | +36.9% |
| 3Y | +115.3% | +103.3% | +12.0% | +67.7% |
| All | +115.3% | +97.0% | +18.3% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling