+489.1%
DDOG vs RRX
+146.4%
+342.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.3% |
| 7D | +3.9% | -0.3% | +4.2% | +3.9% |
| 30D | -8.2% | -6.1% | -2.0% | -6.6% |
| 3M | -5.6% | -23.1% | +17.5% | +0.4% |
| 6M | +73.5% | -19.5% | +93.0% | +76.1% |
| YTD | +62.7% | +16.1% | +46.6% | +40.2% |
| 1Y | +59.0% | +12.9% | +46.0% | +37.2% |
| 3Y | +117.1% | +7.9% | +109.2% | +82.1% |
| 5Y | +61.3% | +19.1% | +42.2% | +28.7% |
| All | +489.1% | +146.4% | +342.7% | +239.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling