+115.3%
DDOG vs ROK
+48.7%
+66.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.9% |
| 7D | -6.1% | +2.8% | -8.9% | -7.1% |
| 30D | -10.1% | -2.4% | -7.7% | -9.5% |
| 3M | -9.3% | -4.7% | -4.6% | -8.5% |
| 6M | +67.2% | +16.8% | +50.4% | +51.5% |
| YTD | +54.6% | +11.4% | +43.2% | +42.9% |
| 1Y | +54.1% | +26.2% | +27.9% | +34.2% |
| 3Y | +115.3% | +51.9% | +63.4% | +63.4% |
| All | +115.3% | +48.7% | +66.6% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling