+459.9%
DDOG vs RRX
+148.6%
+311.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -6.1% | +4.3% | -10.4% | -7.3% |
| 30D | -10.1% | -8.0% | -2.1% | -8.0% |
| 3M | -9.3% | -22.0% | +12.8% | -3.9% |
| 6M | +67.2% | -11.9% | +79.1% | +64.2% |
| YTD | +54.6% | +17.1% | +37.5% | +33.0% |
| 1Y | +54.1% | +14.9% | +39.2% | +32.3% |
| 3Y | +115.3% | +6.9% | +108.4% | +81.6% |
| 5Y | +50.6% | +19.6% | +31.1% | +20.2% |
| All | +459.9% | +148.6% | +311.3% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling