-8.6%
DDOG vs RVTY
-6.1%
-2.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -1.4% |
| 7D | -16.9% | +6.0% | -22.9% | -19.0% |
| 30D | -38.8% | +4.3% | -43.0% | -39.7% |
| 3M | -23.2% | +40.2% | -63.4% | -34.6% |
| 6M | -10.3% | +59.3% | -69.6% | -29.2% |
| YTD | +32.1% | +66.5% | -34.4% | +0.8% |
| 1Y | -6.1% | +77.5% | -83.6% | -31.1% |
| 3Y | +79.2% | +92.5% | -13.3% | +8.6% |
| 5Y | -8.6% | -6.8% | -1.8% | +5.6% |
| All | -8.6% | -6.1% | -2.5% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling