+121.1%
DDOG vs RNG
+122.1%
-0.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.8% | +7.9% | +7.4% |
| 7D | +7.7% | -4.1% | +11.7% | +9.0% |
| 30D | -13.6% | +8.6% | -22.3% | -16.1% |
| 3M | -0.9% | +78.0% | -78.9% | -19.1% |
| 6M | +75.2% | +67.0% | +8.2% | +45.3% |
| YTD | +65.7% | +142.4% | -76.8% | +20.1% |
| 1Y | +60.4% | +120.4% | -60.1% | +19.4% |
| All | +121.1% | +122.1% | -0.9% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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