+391.2%
DDOG vs ROST
+133.2%
+258.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.6% |
| 7D | +5.6% | +0.9% | +4.8% | +5.3% |
| 30D | -34.9% | +5.1% | -40.0% | -36.4% |
| 3M | -23.4% | -4.3% | -19.2% | -22.9% |
| 6M | -7.7% | +9.4% | -17.2% | -12.1% |
| YTD | +35.6% | +32.5% | +3.2% | +19.0% |
| 1Y | -3.4% | +46.9% | -50.3% | -18.8% |
| 3Y | +78.0% | +98.1% | -20.1% | +31.1% |
| 5Y | -4.4% | +116.9% | -121.4% | -34.7% |
| All | +391.2% | +133.2% | +258.1% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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