+499.9%
DDOG vs ROL
+63.4%
+436.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.2% | +8.3% | +7.6% |
| 7D | +7.7% | -3.3% | +10.9% | +9.1% |
| 30D | -13.6% | -7.2% | -6.4% | -11.1% |
| 3M | -0.9% | -27.0% | +26.1% | +11.9% |
| 6M | +75.2% | -39.5% | +114.7% | +112.8% |
| YTD | +65.7% | -41.8% | +107.5% | +103.1% |
| 1Y | +60.4% | -38.9% | +99.2% | +90.6% |
| 3Y | +130.7% | -0.4% | +131.1% | +105.3% |
| 5Y | +59.9% | -4.2% | +64.1% | +40.3% |
| All | +499.9% | +63.4% | +436.5% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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