+117.6%
DDOG vs RSG
+56.5%
+61.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | +3.2% | -1.8% | +5.0% | +3.2% |
| 30D | -10.2% | +2.8% | -12.9% | -10.1% |
| 3M | -2.6% | +4.3% | -6.9% | -2.6% |
| 6M | +80.1% | -0.5% | +80.7% | +81.4% |
| YTD | +63.0% | +5.2% | +57.8% | +63.4% |
| 1Y | +59.4% | -2.1% | +61.5% | +61.8% |
| All | +117.6% | +56.5% | +61.1% | +163.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling