+391.2%
DDOG vs RVTY
+85.7%
+305.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +5.6% | +4.1% | +1.5% | +3.6% |
| 30D | -34.9% | +1.3% | -36.2% | -35.0% |
| 3M | -23.4% | +33.3% | -56.7% | -33.5% |
| 6M | -7.7% | +58.3% | -66.0% | -27.3% |
| YTD | +35.6% | +62.7% | -27.1% | +4.2% |
| 1Y | -3.4% | +67.2% | -70.6% | -27.2% |
| 3Y | +78.0% | +87.3% | -9.3% | +14.0% |
| 5Y | -4.4% | -13.4% | +9.0% | +1.4% |
| All | +391.2% | +85.7% | +305.5% | +214.8% |
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