+356.1%
DDOG vs RVMD
+622.3%
-266.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.9% | -3.0% | +6.9% | +4.6% |
| 30D | -8.2% | -0.7% | -7.5% | -8.1% |
| 3M | -5.6% | +36.5% | -42.1% | -11.9% |
| 6M | +73.5% | +104.6% | -31.1% | +44.7% |
| YTD | +62.7% | +155.8% | -93.2% | +25.8% |
| 1Y | +59.0% | +340.7% | -281.7% | +7.4% |
| 3Y | +117.1% | +519.9% | -402.8% | +25.4% |
| 5Y | +61.3% | +584.9% | -523.7% | -18.1% |
| All | +356.1% | +622.3% | -266.2% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling