+459.9%
DDOG vs RNG
-46.0%
+505.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | +0.8% |
| 7D | -6.1% | -0.8% | -5.3% | -5.9% |
| 30D | -10.1% | +11.4% | -21.5% | -14.8% |
| 3M | -9.3% | +72.1% | -81.3% | -32.0% |
| 6M | +67.2% | +67.9% | -0.8% | +25.4% |
| YTD | +54.6% | +144.3% | -89.8% | -7.5% |
| 1Y | +54.1% | +117.5% | -63.4% | -3.5% |
| 3Y | +115.3% | +123.9% | -8.6% | +20.2% |
| 5Y | +50.6% | -70.1% | +120.7% | +109.5% |
| All | +459.9% | -46.0% | +505.8% | +469.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling