+378.3%
DDOG vs ROL
+83.3%
+295.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.4% |
| 7D | -16.9% | +7.5% | -24.4% | -19.2% |
| 30D | -38.8% | +21.1% | -59.9% | -43.4% |
| 3M | -23.2% | +3.1% | -26.4% | -24.7% |
| 6M | -10.3% | -27.4% | +17.2% | +0.7% |
| YTD | +32.1% | -34.7% | +66.8% | +53.7% |
| 1Y | -6.1% | -32.9% | +26.9% | +7.8% |
| 3Y | +79.2% | +6.1% | +73.1% | +56.4% |
| 5Y | -8.6% | +16.3% | -25.0% | -27.0% |
| All | +378.3% | +83.3% | +295.1% | +163.1% |
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