+490.5%
DDOG vs RJF
+239.4%
+251.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | +3.2% | -4.2% | +7.4% | +4.9% |
| 30D | -10.2% | -3.6% | -6.5% | -9.0% |
| 3M | -2.6% | +15.6% | -18.2% | -7.9% |
| 6M | +80.1% | +17.6% | +62.5% | +68.1% |
| YTD | +63.0% | +9.2% | +53.8% | +55.5% |
| 1Y | +59.4% | +5.5% | +53.8% | +53.9% |
| 3Y | +127.0% | +70.3% | +56.7% | +80.7% |
| 5Y | +61.7% | +106.0% | -44.4% | +23.0% |
| All | +490.5% | +239.4% | +251.1% | +273.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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