+125.1%
DDOG vs ROL
+3.8%
+121.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +2.4% |
| 7D | -23.9% | +9.5% | -33.4% | -23.5% |
| 30D | -34.0% | +22.9% | -57.0% | -33.7% |
| 3M | -21.9% | +3.5% | -25.5% | -21.1% |
| 6M | +24.6% | -29.4% | +54.0% | +27.1% |
| YTD | +31.7% | -36.1% | +67.7% | +35.3% |
| 1Y | -6.2% | -34.4% | +28.2% | -3.9% |
| 3Y | +125.1% | +4.0% | +121.1% | +81.8% |
| All | +125.1% | +3.8% | +121.2% | +81.8% |
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