+390.4%
DDOG vs RRC
+977.4%
-586.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +2.9% | +6.4% | -3.5% | +1.9% |
| 30D | -31.6% | +23.9% | -55.5% | -33.9% |
| 3M | -27.0% | +30.2% | -57.2% | -30.1% |
| 6M | -10.3% | +26.3% | -36.6% | -13.8% |
| YTD | +35.4% | +48.1% | -12.7% | +26.6% |
| 1Y | -1.0% | +37.7% | -38.6% | -6.5% |
| 3Y | +76.7% | +60.3% | +16.4% | +61.5% |
| 5Y | -4.6% | +135.3% | -139.9% | -18.8% |
| All | +390.4% | +977.4% | -586.9% | +203.9% |
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