+467.1%
DDOG vs RVTY
+53.9%
+413.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | -10.1% | +1.1% | -11.3% | -10.7% |
| 30D | -24.8% | +13.2% | -38.0% | -29.3% |
| 3M | -12.6% | +27.2% | -39.8% | -23.2% |
| 6M | +79.9% | +32.4% | +47.5% | +52.6% |
| YTD | +56.6% | +34.9% | +21.7% | +31.5% |
| 1Y | +61.6% | +52.4% | +9.2% | +25.4% |
| 3Y | +117.9% | +12.3% | +105.6% | +87.7% |
| 5Y | +54.2% | -30.8% | +85.1% | +82.0% |
| All | +467.1% | +53.9% | +413.1% | +297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling