+125.1%
DDOG vs ROP
-3.5%
+128.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.5% | +3.6% |
| 7D | -23.9% | +2.1% | -26.0% | -24.9% |
| 30D | -34.0% | +32.9% | -66.9% | -43.5% |
| 3M | -21.9% | +20.3% | -42.2% | -29.4% |
| 6M | +24.6% | +36.8% | -12.2% | +3.1% |
| YTD | +31.7% | +8.1% | +23.6% | +25.9% |
| 1Y | -6.2% | +8.3% | -14.4% | -10.5% |
| 3Y | +125.1% | -3.2% | +128.3% | +114.4% |
| All | +125.1% | -3.5% | +128.6% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling