+378.3%
DDOG vs RL
+360.9%
+17.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.5% | -1.5% |
| 7D | -16.9% | +0.2% | -17.1% | -17.2% |
| 30D | -38.8% | +7.3% | -46.1% | -40.3% |
| 3M | -23.2% | +1.0% | -24.3% | -23.7% |
| 6M | -10.3% | +11.8% | -22.0% | -14.8% |
| YTD | +32.1% | +13.6% | +18.5% | +23.4% |
| 1Y | -6.1% | +24.0% | -30.1% | -15.1% |
| 3Y | +79.2% | +256.6% | -177.4% | +9.7% |
| 5Y | -8.6% | +240.2% | -248.8% | -45.1% |
| All | +378.3% | +360.9% | +17.4% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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