+499.9%
DDOG vs RMBS
+542.6%
-42.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.3% | +6.9% |
| 7D | +7.7% | +3.5% | +4.2% | +6.4% |
| 30D | -13.6% | -8.6% | -5.0% | -11.2% |
| 3M | -0.9% | -40.3% | +39.4% | +15.0% |
| 6M | +75.2% | -1.0% | +76.2% | +56.8% |
| YTD | +65.7% | -4.6% | +70.3% | +47.0% |
| 1Y | +60.4% | +17.6% | +42.8% | +24.2% |
| 3Y | +130.7% | +58.6% | +72.0% | +35.4% |
| 5Y | +59.9% | +270.9% | -211.0% | -45.0% |
| All | +499.9% | +542.6% | -42.7% | +44.3% |
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 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