+375.1%
DDOG vs RVTY
+88.2%
+286.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | -19.1% | -2.7% | -16.4% | -17.8% |
| 30D | -39.2% | +3.2% | -42.4% | -39.8% |
| 3M | -31.6% | +37.2% | -68.8% | -41.4% |
| 6M | -10.9% | +57.7% | -68.6% | -29.6% |
| YTD | +31.2% | +64.8% | -33.7% | +0.1% |
| 1Y | -10.7% | +72.8% | -83.5% | -33.9% |
| 3Y | +72.1% | +89.8% | -17.7% | +9.6% |
| 5Y | -5.5% | -8.4% | +2.9% | -2.5% |
| All | +375.1% | +88.2% | +286.9% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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