+19.8%
DDOG vs RMD
-1.9%
+21.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +5.9% | -20.3% | -13.4% |
| 7D | -32.2% | -3.9% | -28.4% | -31.8% |
| 30D | -31.7% | +7.9% | -39.6% | -29.7% |
| 3M | -34.5% | +8.1% | -42.6% | -32.6% |
| 6M | +28.7% | +15.5% | +13.1% | +37.3% |
| YTD | +38.8% | +0.7% | +38.1% | +35.4% |
| 1Y | +19.8% | -1.4% | +21.2% | +16.3% |
| All | +19.8% | -1.9% | +21.7% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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