+378.3%
DDOG vs RRC
+915.4%
-537.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | -16.9% | -10.3% | -6.6% | -15.4% |
| 30D | -38.8% | +19.5% | -58.2% | -40.5% |
| 3M | -23.2% | +27.9% | -51.1% | -26.2% |
| 6M | -10.3% | +21.2% | -31.4% | -13.2% |
| YTD | +32.1% | +39.6% | -7.5% | +24.6% |
| 1Y | -6.1% | +31.3% | -37.4% | -10.6% |
| 3Y | +79.2% | +51.9% | +27.3% | +65.2% |
| 5Y | -8.6% | +110.2% | -118.8% | -21.1% |
| All | +378.3% | +915.4% | -537.1% | +199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling