+390.4%
DDOG vs RMBS
+502.9%
-112.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +0.9% |
| 7D | +2.9% | +10.3% | -7.5% | -0.7% |
| 30D | -31.6% | -10.7% | -20.9% | -28.9% |
| 3M | -27.0% | -17.2% | -9.8% | -22.7% |
| 6M | -10.3% | -39.0% | +28.7% | +1.0% |
| YTD | +35.4% | -10.5% | +45.9% | +22.2% |
| 1Y | -1.0% | -11.0% | +10.0% | -11.0% |
| 3Y | +76.7% | +31.3% | +45.3% | +14.3% |
| 5Y | -4.6% | +242.8% | -247.4% | -66.4% |
| All | +390.4% | +502.9% | -112.4% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling