+104.6%
DDOG vs RKT
-9.3%
+113.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -9.0% | +11.8% | +4.4% |
| 30D | -31.6% | +30.2% | -61.8% | -35.3% |
| 3M | -27.0% | -8.8% | -18.1% | -26.6% |
| 6M | -10.3% | -0.9% | -9.4% | -11.6% |
| YTD | +35.4% | -29.2% | +64.6% | +39.6% |
| 1Y | -1.0% | -20.1% | +19.1% | -0.3% |
| 3Y | +76.7% | +81.3% | -4.7% | +38.6% |
| 5Y | -4.6% | -6.6% | +2.0% | -21.9% |
| All | +104.6% | -9.3% | +113.9% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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