+50.6%
DDOG vs RKT
-8.7%
+59.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | -6.1% | +6.0% | -12.1% | -7.7% |
| 30D | -10.1% | +0.7% | -10.8% | -10.6% |
| 3M | -9.3% | +11.8% | -21.1% | -12.9% |
| 6M | +67.2% | -7.6% | +74.8% | +67.0% |
| YTD | +54.6% | -28.7% | +83.3% | +64.1% |
| 1Y | +54.1% | -32.6% | +86.7% | +65.0% |
| 3Y | +115.3% | +42.1% | +73.2% | +41.3% |
| 5Y | +50.6% | -7.2% | +57.8% | +4.3% |
| All | +50.6% | -8.7% | +59.3% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling