+19.8%
DDOG vs RRC
+44.7%
-24.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.5% | -10.9% | -14.0% |
| 7D | -32.2% | -6.8% | -25.5% | -31.6% |
| 30D | -31.7% | +34.7% | -66.5% | -33.0% |
| 3M | -34.5% | +31.5% | -66.0% | -35.8% |
| 6M | +28.7% | +21.8% | +6.9% | +25.9% |
| YTD | +38.8% | +48.9% | -10.1% | +30.9% |
| 1Y | +19.8% | +42.1% | -22.3% | +12.8% |
| All | +19.8% | +44.7% | -24.9% | +12.8% |
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