+390.4%
DDOG vs RTX
+168.1%
+222.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.9% | +4.8% | -1.9% | +1.7% |
| 30D | -31.6% | +6.5% | -38.1% | -32.7% |
| 3M | -27.0% | -9.6% | -17.4% | -25.2% |
| 6M | -10.3% | +12.3% | -22.6% | -13.4% |
| YTD | +35.4% | +9.5% | +26.0% | +30.9% |
| 1Y | -1.0% | +15.8% | -16.8% | -5.9% |
| 3Y | +76.7% | +157.0% | -80.4% | +32.9% |
| 5Y | -4.6% | +148.8% | -153.4% | -27.7% |
| All | +390.4% | +168.1% | +222.3% | +269.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling