+76.7%
DDOG vs RL
+250.5%
-173.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | +2.9% | +2.6% | +0.3% | +2.2% |
| 30D | -31.6% | +2.9% | -34.6% | -32.2% |
| 3M | -27.0% | 0.0% | -27.0% | -27.2% |
| 6M | -10.3% | +17.1% | -27.4% | -15.1% |
| YTD | +35.4% | +10.1% | +25.3% | +28.7% |
| 1Y | -1.0% | +17.3% | -18.3% | -8.3% |
| 3Y | +76.7% | +249.3% | -172.7% | +11.2% |
| All | +76.7% | +250.5% | -173.9% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling