+375.1%
DDOG vs ROP
+38.5%
+336.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -19.1% | +0.2% | -19.3% | -19.7% |
| 30D | -39.2% | +30.3% | -69.5% | -50.1% |
| 3M | -31.6% | +17.8% | -49.4% | -40.1% |
| 6M | -10.9% | +38.9% | -49.8% | -31.3% |
| YTD | +31.2% | +7.6% | +23.6% | +20.6% |
| 1Y | -10.7% | +6.5% | -17.2% | -17.4% |
| 3Y | +72.1% | -6.3% | +78.4% | +72.9% |
| 5Y | -5.5% | +0.9% | -6.4% | -10.5% |
| All | +375.1% | +38.5% | +336.6% | +271.8% |
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