-5.5%
DDOG vs RKT
-2.0%
-3.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +0.5% |
| 7D | -19.1% | +4.6% | -23.7% | -20.4% |
| 30D | -39.2% | +25.9% | -65.0% | -43.5% |
| 3M | -31.6% | +5.0% | -36.6% | -33.6% |
| 6M | -10.9% | -7.9% | -3.0% | -11.2% |
| YTD | +31.2% | -25.4% | +56.5% | +35.7% |
| 1Y | -10.7% | -15.4% | +4.7% | -11.6% |
| 3Y | +72.1% | +83.3% | -11.2% | -3.0% |
| 5Y | -5.5% | -0.8% | -4.7% | -31.1% |
| All | -5.5% | -2.0% | -3.5% | -31.1% |
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