+76.9%
DDOG vs ROST
+102.3%
-25.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.2% |
| 7D | -2.3% | -1.8% | -0.5% | -2.0% |
| 30D | -35.8% | +6.8% | -42.7% | -36.6% |
| 3M | -25.3% | -4.0% | -21.3% | -24.6% |
| 6M | -8.9% | +12.9% | -21.8% | -12.1% |
| YTD | +35.6% | +34.7% | +0.8% | +21.3% |
| 1Y | -6.8% | +49.5% | -56.3% | -20.2% |
| All | +76.9% | +102.3% | -25.5% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling