-6.4%
DDOG vs RL
+226.8%
-233.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.2% |
| 7D | -23.9% | -4.2% | -19.7% | -22.7% |
| 30D | -34.0% | +4.3% | -38.3% | -35.6% |
| 3M | -21.9% | -4.6% | -17.3% | -20.6% |
| 6M | +24.6% | +1.7% | +22.9% | +19.5% |
| YTD | +31.7% | +7.3% | +24.3% | +21.3% |
| 1Y | -6.2% | +20.8% | -27.0% | -19.6% |
| 3Y | +125.1% | +247.0% | -121.9% | -10.2% |
| All | -6.4% | +226.8% | -233.3% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling