+61.9%
DDOG vs RMBS
+16.2%
+45.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +7.1% |
| 7D | +7.7% | +3.5% | +4.2% | +7.4% |
| 30D | -13.6% | -8.6% | -5.0% | -13.1% |
| 3M | -0.9% | -40.3% | +39.4% | +2.5% |
| 6M | +75.2% | -1.0% | +76.2% | +65.4% |
| YTD | +65.7% | -4.6% | +70.3% | +58.5% |
| All | +61.9% | +16.2% | +45.7% | +51.2% |
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