+499.9%
DDOG vs RRC
+765.6%
-265.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.5% | +7.2% |
| 7D | +7.7% | -1.7% | +9.4% | +8.0% |
| 30D | -13.6% | +3.6% | -17.2% | -14.1% |
| 3M | -0.9% | +8.8% | -9.8% | -2.3% |
| 6M | +75.2% | +0.8% | +74.4% | +74.4% |
| YTD | +65.7% | +19.0% | +46.7% | +60.5% |
| 1Y | +60.4% | +22.9% | +37.5% | +54.4% |
| 3Y | +130.7% | +32.3% | +98.4% | +116.9% |
| 5Y | +59.9% | +151.6% | -91.7% | +36.9% |
| All | +499.9% | +765.6% | -265.6% | +285.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling