-10.1%
DDOG vs RL
+22.3%
-32.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.5% | +0.7% |
| 7D | -16.9% | +0.2% | -17.1% | -16.6% |
| 30D | -38.8% | +7.3% | -46.1% | -38.2% |
| 3M | -23.2% | +1.0% | -24.3% | -23.2% |
| 6M | -10.3% | +11.8% | -22.0% | -9.6% |
| YTD | +32.1% | +13.6% | +18.5% | +30.2% |
| All | -10.1% | +22.3% | -32.4% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling