-6.8%
DDOG vs RL
+19.4%
-26.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.7% | +3.3% |
| 7D | -2.3% | -4.4% | +2.1% | -2.6% |
| 30D | -35.8% | +5.6% | -41.4% | -35.4% |
| 3M | -25.3% | -0.6% | -24.6% | -25.3% |
| 6M | -8.9% | +15.5% | -24.3% | -8.0% |
| YTD | +35.6% | +12.3% | +23.2% | +33.6% |
| 1Y | -6.8% | +19.3% | -26.1% | -9.2% |
| All | -6.8% | +19.4% | -26.2% | -9.2% |
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