+61.6%
DDOG vs RRC
+23.4%
+38.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -10.1% | +1.3% | -11.5% | -10.4% |
| 30D | -24.8% | +10.1% | -34.9% | -26.1% |
| 3M | -12.6% | +4.0% | -16.6% | -13.6% |
| 6M | +79.9% | +1.6% | +78.4% | +76.5% |
| YTD | +56.6% | +19.7% | +36.9% | +46.9% |
| 1Y | +61.6% | +21.4% | +40.2% | +53.3% |
| All | +61.6% | +23.4% | +38.2% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling