+19.8%
DDOG vs RRX
+30.0%
-10.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.6% | -10.8% | -14.8% |
| 7D | -32.2% | +7.6% | -39.8% | -31.5% |
| 30D | -31.7% | +7.5% | -39.2% | -31.1% |
| 3M | -34.5% | -21.0% | -13.5% | -38.5% |
| 6M | +28.7% | -18.1% | +46.7% | +22.1% |
| YTD | +38.8% | +24.3% | +14.5% | +41.7% |
| 1Y | +19.8% | +29.3% | -9.5% | +24.5% |
| All | +19.8% | +30.0% | -10.2% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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