+121.1%
DDOG vs RVMD
+549.6%
-428.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.1% |
| 7D | +7.7% | -0.7% | +8.4% | +7.8% |
| 30D | -13.6% | +0.3% | -14.0% | -13.7% |
| 3M | -0.9% | +38.9% | -39.8% | -4.6% |
| 6M | +75.2% | +108.1% | -32.9% | +58.8% |
| YTD | +65.7% | +160.7% | -95.1% | +42.7% |
| 1Y | +60.4% | +407.3% | -346.9% | +24.2% |
| All | +121.1% | +549.6% | -428.5% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling