+61.7%
DDOG vs RVMD
+560.0%
-498.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | +3.2% | -3.6% | +6.8% | +4.1% |
| 30D | -10.2% | -1.1% | -9.1% | -10.0% |
| 3M | -2.6% | +41.0% | -43.6% | -9.9% |
| 6M | +80.1% | +105.7% | -25.6% | +49.3% |
| YTD | +63.0% | +155.3% | -92.3% | +24.7% |
| 1Y | +59.4% | +402.7% | -343.4% | +1.2% |
| 3Y | +127.0% | +533.1% | -406.1% | +25.1% |
| 5Y | +61.7% | +583.5% | -521.9% | -26.3% |
| All | +61.7% | +560.0% | -498.4% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling