+60.4%
DDOG vs RL
+9.8%
+50.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.3% | +10.5% | +6.9% |
| 7D | +7.7% | -0.3% | +7.9% | +7.6% |
| 30D | -13.6% | -17.5% | +3.9% | -14.6% |
| 3M | -0.9% | -14.0% | +13.1% | -1.4% |
| 6M | +75.2% | -2.0% | +77.2% | +68.4% |
| YTD | +65.7% | -4.6% | +70.2% | +62.0% |
| 1Y | +60.4% | +9.5% | +50.9% | +52.9% |
| All | +60.4% | +9.8% | +50.6% | +52.9% |
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