+59.0%
DDOG vs RSG
-1.5%
+60.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | 0.0% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | -8.2% | +4.0% | -12.1% | -7.2% |
| 3M | -5.6% | +7.4% | -12.9% | -3.5% |
| 6M | +73.5% | +0.1% | +73.4% | +76.1% |
| YTD | +62.7% | +6.0% | +56.6% | +69.5% |
| 1Y | +59.0% | -3.0% | +61.9% | +79.1% |
| All | +59.0% | -1.5% | +60.5% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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