+467.1%
DDOG vs RTX
+171.1%
+296.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -10.1% | -5.2% | -5.0% | -8.9% |
| 30D | -24.8% | -9.4% | -15.4% | -22.9% |
| 3M | -12.6% | +12.3% | -24.9% | -15.3% |
| 6M | +79.9% | -3.1% | +83.1% | +80.6% |
| YTD | +56.6% | +10.7% | +45.9% | +51.1% |
| 1Y | +61.6% | +28.4% | +33.2% | +49.3% |
| 3Y | +117.9% | +147.1% | -29.2% | +65.7% |
| 5Y | +54.2% | +167.2% | -113.0% | +15.2% |
| All | +467.1% | +171.1% | +296.0% | +326.2% |
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