+106.4%
DDOG vs RMD
+51.8%
+54.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.9% |
| 7D | -6.1% | -4.5% | -1.6% | -5.6% |
| 30D | -10.1% | +4.6% | -14.7% | -10.6% |
| 3M | -9.3% | +14.8% | -24.0% | -10.8% |
| 6M | +67.2% | -12.1% | +79.3% | +71.7% |
| YTD | +54.6% | -7.5% | +62.1% | +56.0% |
| 1Y | +54.1% | -20.1% | +74.1% | +60.5% |
| All | +106.4% | +51.8% | +54.6% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling