+79.3%
DDOG vs ROIV
+270.3%
-191.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.2% | -3.6% | +1.3% |
| 7D | -23.9% | +5.3% | -29.2% | -24.8% |
| 30D | -34.0% | +11.9% | -45.9% | -35.5% |
| 3M | -21.9% | +10.7% | -32.6% | -24.0% |
| 6M | +24.6% | +34.9% | -10.3% | +15.5% |
| YTD | +31.7% | +79.2% | -47.5% | +14.2% |
| 1Y | -6.2% | +89.0% | -95.2% | -19.7% |
| 3Y | +125.1% | +337.3% | -212.3% | +60.3% |
| 5Y | -3.5% | +402.3% | -405.8% | -42.9% |
| All | +79.3% | +270.3% | -191.0% | +17.7% |
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