+390.4%
DDOG vs ROK
+177.4%
+213.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | +2.9% | +7.1% | -4.2% | -0.5% |
| 30D | -31.6% | -5.0% | -26.7% | -30.0% |
| 3M | -27.0% | -9.4% | -17.6% | -23.6% |
| 6M | -10.3% | -11.0% | +0.7% | -6.5% |
| YTD | +35.4% | +4.4% | +31.0% | +27.9% |
| 1Y | -1.0% | +7.4% | -8.4% | -7.9% |
| 3Y | +76.7% | +61.0% | +15.7% | +28.7% |
| 5Y | -4.6% | +30.4% | -35.0% | -26.2% |
| All | +390.4% | +177.4% | +213.1% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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