+76.9%
DDOG vs ROIV
+362.8%
-285.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.5% | +1.0% |
| 7D | +5.6% | +9.2% | -3.6% | +3.6% |
| 30D | -34.9% | +19.9% | -54.8% | -37.5% |
| 3M | -23.4% | +10.6% | -34.0% | -25.6% |
| 6M | -7.7% | +36.1% | -43.8% | -15.8% |
| YTD | +35.6% | +84.3% | -48.6% | +10.8% |
| 1Y | -3.4% | +87.6% | -90.9% | -21.8% |
| All | +76.9% | +362.8% | -285.9% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling