+499.9%
DDOG vs RVTY
+46.4%
+453.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.5% | +9.7% | +8.4% |
| 7D | +7.7% | -5.4% | +13.1% | +10.4% |
| 30D | -13.6% | +6.7% | -20.4% | -16.7% |
| 3M | -0.9% | +19.0% | -19.9% | -10.1% |
| 6M | +75.2% | +34.6% | +40.6% | +47.1% |
| YTD | +65.7% | +28.3% | +37.4% | +42.3% |
| 1Y | +60.4% | +46.0% | +14.3% | +26.9% |
| 3Y | +130.7% | +16.9% | +113.8% | +91.0% |
| 5Y | +59.9% | -32.9% | +92.8% | +91.2% |
| All | +499.9% | +46.4% | +453.5% | +330.1% |
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