+121.1%
DDOG vs RJF
+71.0%
+50.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.8% | +7.4% |
| 7D | +7.7% | -0.3% | +7.9% | +7.8% |
| 30D | -13.6% | -2.0% | -11.6% | -13.0% |
| 3M | -0.9% | +16.3% | -17.2% | -6.4% |
| 6M | +75.2% | +16.9% | +58.3% | +63.4% |
| YTD | +65.7% | +10.4% | +55.2% | +56.1% |
| 1Y | +60.4% | +7.4% | +53.0% | +52.9% |
| All | +121.1% | +71.0% | +50.1% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling