+467.1%
DDOG vs ROL
+69.6%
+397.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -10.1% | -1.4% | -8.7% | -9.6% |
| 30D | -24.8% | -4.1% | -20.7% | -23.5% |
| 3M | -12.6% | -22.5% | +9.9% | -3.6% |
| 6M | +79.9% | -37.7% | +117.6% | +116.1% |
| YTD | +56.6% | -39.6% | +96.2% | +89.2% |
| 1Y | +61.6% | -36.0% | +97.6% | +88.5% |
| 3Y | +117.9% | -5.1% | +123.0% | +100.4% |
| 5Y | +54.2% | -3.4% | +57.6% | +35.6% |
| All | +467.1% | +69.6% | +397.4% | +223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling