+59.9%
DDOG vs ROST
+108.0%
-48.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.8% | +8.9% | +8.0% |
| 7D | +7.7% | -2.2% | +9.9% | +8.8% |
| 30D | -13.6% | -11.4% | -2.2% | -8.4% |
| 3M | -0.9% | -1.6% | +0.7% | -1.0% |
| 6M | +75.2% | +6.8% | +68.4% | +64.8% |
| YTD | +65.7% | +25.8% | +39.8% | +40.7% |
| 1Y | +60.4% | +52.4% | +8.0% | +20.2% |
| 3Y | +130.7% | +94.4% | +36.3% | +42.8% |
| 5Y | +59.9% | +108.2% | -48.3% | -13.7% |
| All | +59.9% | +108.0% | -48.2% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling