+24.6%
DDOG vs ROP
+35.2%
-10.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.5% | +2.3% |
| 7D | -23.9% | +2.1% | -26.0% | -23.8% |
| 30D | -34.0% | +32.9% | -66.9% | -37.3% |
| 3M | -21.9% | +20.3% | -42.2% | -22.5% |
| 6M | +24.6% | +36.8% | -12.2% | +17.3% |
| All | +24.6% | +35.2% | -10.6% | +17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling