+76.7%
DDOG vs RMBS
+32.1%
+44.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +0.6% |
| 7D | +2.9% | +10.3% | -7.5% | +0.6% |
| 30D | -31.6% | -10.7% | -20.9% | -29.9% |
| 3M | -27.0% | -17.2% | -9.8% | -24.3% |
| 6M | -10.3% | -39.0% | +28.7% | -3.3% |
| YTD | +35.4% | -10.5% | +45.9% | +26.9% |
| 1Y | -1.0% | -11.0% | +10.0% | -7.3% |
| 3Y | +76.7% | +31.3% | +45.3% | +33.3% |
| All | +76.7% | +32.1% | +44.6% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling