+459.9%
DDOG vs ROP
+15.2%
+444.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | +0.7% |
| 7D | -6.1% | -5.4% | -0.7% | -2.4% |
| 30D | -10.1% | -1.6% | -8.5% | -9.1% |
| 3M | -9.3% | +18.8% | -28.1% | -20.7% |
| 6M | +67.2% | +8.2% | +59.0% | +56.5% |
| YTD | +54.6% | -10.5% | +65.1% | +64.7% |
| 1Y | +54.1% | -23.7% | +77.8% | +83.8% |
| 3Y | +115.3% | -17.9% | +133.1% | +141.3% |
| 5Y | +50.6% | -15.3% | +66.0% | +64.5% |
| All | +459.9% | +15.2% | +444.7% | +407.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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