-3.1%
DDOG vs ROK
+32.4%
-35.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +2.0% |
| 7D | -2.3% | -8.5% | +6.2% | +2.4% |
| 30D | -35.8% | -6.4% | -29.4% | -33.4% |
| 3M | -25.3% | -8.8% | -16.4% | -21.5% |
| 6M | -8.9% | -10.5% | +1.6% | -4.7% |
| YTD | +35.6% | +5.4% | +30.2% | +24.6% |
| 1Y | -6.8% | +5.0% | -11.8% | -14.2% |
| 3Y | +77.9% | +64.3% | +13.6% | +10.9% |
| 5Y | -3.1% | +34.0% | -37.1% | -25.5% |
| All | -3.1% | +32.4% | -35.5% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling