+467.1%
DDOG vs ROK
+199.0%
+268.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.5% |
| 7D | -10.1% | +0.7% | -10.8% | -10.5% |
| 30D | -24.8% | -3.3% | -21.5% | -23.6% |
| 3M | -12.6% | -5.9% | -6.7% | -11.0% |
| 6M | +79.9% | +13.9% | +66.1% | +63.9% |
| YTD | +56.6% | +12.6% | +44.0% | +43.0% |
| 1Y | +61.6% | +28.6% | +33.0% | +37.8% |
| 3Y | +117.9% | +45.1% | +72.8% | +68.5% |
| 5Y | +54.2% | +45.6% | +8.7% | +13.8% |
| All | +467.1% | +199.0% | +268.1% | +202.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling