+391.2%
DDOG vs RL
+352.0%
+39.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.3% |
| 7D | +5.6% | +2.4% | +3.3% | +4.8% |
| 30D | -34.9% | +4.6% | -39.5% | -36.0% |
| 3M | -23.4% | -1.1% | -22.3% | -23.5% |
| 6M | -7.7% | +16.5% | -24.3% | -13.6% |
| YTD | +35.6% | +11.4% | +24.2% | +27.4% |
| 1Y | -3.4% | +16.1% | -19.5% | -10.7% |
| 3Y | +78.0% | +252.6% | -174.6% | +9.3% |
| 5Y | -4.4% | +244.9% | -249.3% | -42.6% |
| All | +391.2% | +352.0% | +39.2% | +192.6% |
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