+120.2%
DDOG vs ROL
+7.0%
+113.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -10.1% | -1.4% | -8.7% | -10.1% |
| 30D | -24.8% | -4.1% | -20.7% | -24.7% |
| 3M | -12.6% | -22.5% | +9.9% | -12.1% |
| 6M | +79.9% | -37.7% | +117.6% | +83.5% |
| YTD | +56.6% | -39.6% | +96.2% | +60.0% |
| 1Y | +61.6% | -36.0% | +97.6% | +63.1% |
| All | +120.2% | +7.0% | +113.2% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling