+76.9%
DDOG vs RTX
+156.0%
-79.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +5.6% | +3.4% | +2.3% | +5.3% |
| 30D | -34.9% | +8.4% | -43.3% | -35.3% |
| 3M | -23.4% | -10.7% | -12.8% | -22.4% |
| 6M | -7.7% | +11.7% | -19.5% | -8.7% |
| YTD | +35.6% | +9.3% | +26.3% | +33.7% |
| 1Y | -3.4% | +13.3% | -16.7% | -5.5% |
| All | +76.9% | +156.0% | -79.1% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling