+467.1%
DDOG vs ROP
+18.6%
+448.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | +1.6% |
| 7D | -10.1% | -4.4% | -5.7% | -7.2% |
| 30D | -24.8% | +3.2% | -28.0% | -26.5% |
| 3M | -12.6% | +23.1% | -35.6% | -25.5% |
| 6M | +79.9% | +13.3% | +66.6% | +63.2% |
| YTD | +56.6% | -7.9% | +64.4% | +63.5% |
| 1Y | +61.6% | -22.1% | +83.6% | +89.9% |
| 3Y | +117.9% | -16.8% | +134.7% | +142.2% |
| 5Y | +54.2% | -13.5% | +67.8% | +65.9% |
| All | +467.1% | +18.6% | +448.5% | +404.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling