+19.8%
DDOG vs RMBS
-18.2%
+38.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -6.0% | -8.4% | -13.6% |
| 7D | -32.2% | -8.9% | -23.3% | -31.3% |
| 30D | -31.7% | -24.8% | -6.9% | -29.7% |
| 3M | -34.5% | -17.6% | -17.0% | -33.3% |
| 6M | +28.7% | -25.7% | +54.3% | +30.2% |
| YTD | +38.8% | -9.8% | +48.6% | +34.2% |
| 1Y | +19.8% | -17.4% | +37.2% | +17.3% |
| All | +19.8% | -18.2% | +38.0% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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