-3.1%
DDOG vs ROST
+118.3%
-121.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +2.9% |
| 7D | -2.3% | -1.8% | -0.5% | -1.4% |
| 30D | -35.8% | +6.8% | -42.7% | -38.4% |
| 3M | -25.3% | -4.0% | -21.3% | -24.5% |
| 6M | -8.9% | +12.9% | -21.8% | -16.7% |
| YTD | +35.6% | +34.7% | +0.8% | +10.1% |
| 1Y | -6.8% | +49.5% | -56.3% | -29.4% |
| 3Y | +77.9% | +101.5% | -23.6% | +6.9% |
| 5Y | -3.1% | +120.7% | -123.8% | -49.6% |
| All | -3.1% | +118.3% | -121.4% | -49.6% |
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 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