-10.1%
DDOG vs ROIV
+101.7%
-111.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | 0.0% |
| 7D | -16.9% | +13.3% | -30.2% | -17.5% |
| 30D | -38.8% | +14.8% | -53.5% | -39.3% |
| 3M | -23.2% | +11.9% | -35.1% | -23.8% |
| 6M | -10.3% | +42.4% | -52.7% | -12.6% |
| YTD | +32.1% | +87.4% | -55.3% | +20.1% |
| All | -10.1% | +101.7% | -111.8% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling