+499.9%
DDOG vs RL
+287.1%
+212.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.3% | +10.5% | +8.2% |
| 7D | +7.7% | -0.3% | +7.9% | +7.6% |
| 30D | -13.6% | -17.5% | +3.9% | -8.4% |
| 3M | -0.9% | -14.0% | +13.1% | +3.0% |
| 6M | +75.2% | -2.0% | +77.2% | +71.7% |
| YTD | +65.7% | -4.6% | +70.2% | +63.9% |
| 1Y | +60.4% | +9.5% | +50.9% | +50.6% |
| 3Y | +130.7% | +200.5% | -69.8% | +49.3% |
| 5Y | +59.9% | +226.3% | -166.4% | -0.2% |
| All | +499.9% | +287.1% | +212.8% | +276.3% |
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