+79.9%
DDOG vs ROIV
+287.3%
-207.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | -0.6% |
| 7D | -16.9% | +13.3% | -30.2% | -19.1% |
| 30D | -38.8% | +14.8% | -53.5% | -40.5% |
| 3M | -23.2% | +11.9% | -35.1% | -25.4% |
| 6M | -10.3% | +42.4% | -52.7% | -17.7% |
| YTD | +32.1% | +87.4% | -55.3% | +13.5% |
| 1Y | -6.1% | +97.2% | -103.3% | -20.3% |
| 3Y | +79.2% | +375.7% | -296.5% | +25.5% |
| 5Y | -8.6% | +379.0% | -387.7% | -46.2% |
| All | +79.9% | +287.3% | -207.4% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling