+60.4%
DDOG vs RTX
+30.5%
+29.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.8% | +7.1% |
| 7D | +7.7% | -1.6% | +9.3% | +7.6% |
| 30D | -13.6% | -11.6% | -2.1% | -14.0% |
| 3M | -0.9% | +9.2% | -10.1% | 0.0% |
| 6M | +75.2% | -4.4% | +79.6% | +79.7% |
| YTD | +65.7% | +8.9% | +56.8% | +64.9% |
| 1Y | +60.4% | +32.1% | +28.3% | +55.9% |
| All | +60.4% | +30.5% | +29.9% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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