+391.2%
DDOG vs ROL
+80.3%
+311.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | +5.6% | -1.7% | +7.3% | +6.2% |
| 30D | -34.9% | +18.5% | -53.4% | -39.4% |
| 3M | -23.4% | +4.3% | -27.8% | -25.4% |
| 6M | -7.7% | -27.7% | +20.0% | +3.6% |
| YTD | +35.6% | -35.8% | +71.4% | +58.8% |
| 1Y | -3.4% | -34.1% | +30.7% | +11.5% |
| 3Y | +78.0% | +2.9% | +75.0% | +57.4% |
| 5Y | -4.4% | +12.7% | -17.2% | -22.5% |
| All | +391.2% | +80.3% | +311.0% | +171.7% |
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