+55.0%
DDOG vs RL
+238.1%
-183.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.8% |
| 7D | -10.1% | -0.8% | -9.3% | -9.8% |
| 30D | -24.8% | -7.8% | -17.0% | -22.3% |
| 3M | -12.6% | -4.0% | -8.6% | -12.2% |
| 6M | +79.9% | -1.9% | +81.8% | +74.2% |
| YTD | +56.6% | -0.2% | +56.7% | +50.3% |
| 1Y | +61.6% | +10.7% | +50.9% | +45.3% |
| 3Y | +117.9% | +210.8% | -92.9% | -2.6% |
| All | +55.0% | +238.1% | -183.1% | -35.6% |
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