+64.3%
DDOG vs RNG
-69.9%
+134.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.8% | +7.9% | +7.5% |
| 7D | +7.7% | -4.1% | +11.7% | +9.6% |
| 30D | -13.6% | +8.6% | -22.3% | -17.2% |
| 3M | -0.9% | +78.0% | -78.9% | -26.6% |
| 6M | +75.2% | +67.0% | +8.2% | +32.4% |
| YTD | +65.7% | +142.4% | -76.8% | +0.2% |
| 1Y | +60.4% | +120.4% | -60.1% | +0.5% |
| 3Y | +130.7% | +122.1% | +8.5% | +29.6% |
| All | +64.3% | -69.9% | +134.1% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling