+136.6%
DDOG vs RKT
-7.0%
+143.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.7% |
| 7D | -10.1% | +2.1% | -12.3% | -10.5% |
| 30D | -24.8% | +1.4% | -26.2% | -25.0% |
| 3M | -12.6% | +6.3% | -18.9% | -14.0% |
| 6M | +79.9% | -15.5% | +95.4% | +82.8% |
| YTD | +56.6% | -27.4% | +84.0% | +62.3% |
| 1Y | +61.6% | -26.6% | +88.2% | +66.2% |
| 3Y | +117.9% | +41.2% | +76.6% | +82.3% |
| 5Y | +54.2% | -6.4% | +60.6% | +26.9% |
| All | +136.6% | -7.0% | +143.6% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling