+50.6%
DDOG vs RMD
-21.0%
+71.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -0.1% |
| 7D | -6.1% | -4.5% | -1.6% | -4.5% |
| 30D | -10.1% | +4.6% | -14.7% | -11.7% |
| 3M | -9.3% | +14.8% | -24.0% | -14.4% |
| 6M | +67.2% | -12.1% | +79.3% | +74.6% |
| YTD | +54.6% | -7.5% | +62.1% | +56.2% |
| 1Y | +54.1% | -20.1% | +74.1% | +66.3% |
| 3Y | +115.3% | +53.9% | +61.4% | +49.2% |
| 5Y | +50.6% | -22.2% | +72.8% | +78.8% |
| All | +50.6% | -21.0% | +71.6% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling