+117.6%
DDOG vs RRX
+1.6%
+116.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -1.3% |
| 7D | +3.2% | -3.7% | +7.0% | +3.8% |
| 30D | -10.2% | -9.3% | -0.9% | -8.8% |
| 3M | -2.6% | -21.8% | +19.2% | +0.6% |
| 6M | +80.1% | -22.0% | +102.1% | +80.7% |
| YTD | +63.0% | +11.9% | +51.1% | +42.0% |
| 1Y | +59.4% | +11.6% | +47.8% | +37.8% |
| All | +117.6% | +1.6% | +116.0% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling