+55.0%
DDOG vs ROIV
+250.7%
-195.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | -10.1% | +0.6% | -10.8% | -10.2% |
| 30D | -24.8% | +1.0% | -25.8% | -25.0% |
| 3M | -12.6% | +18.3% | -30.9% | -15.7% |
| 6M | +79.9% | +18.3% | +61.6% | +72.3% |
| YTD | +56.6% | +61.0% | -4.4% | +39.8% |
| 1Y | +61.6% | +177.9% | -116.3% | +28.1% |
| 3Y | +117.9% | +199.1% | -81.2% | +66.3% |
| All | +55.0% | +250.7% | -195.7% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling