+19.8%
DDOG vs RY
+46.4%
-26.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.0% | -17.5% | -13.8% |
| 7D | -32.2% | +2.5% | -34.7% | -31.7% |
| 30D | -31.7% | +8.4% | -40.2% | -30.8% |
| 3M | -34.5% | +1.2% | -35.7% | -34.1% |
| 6M | +28.7% | +19.4% | +9.3% | +30.8% |
| YTD | +38.8% | +25.4% | +13.4% | +38.9% |
| 1Y | +19.8% | +46.7% | -26.9% | +21.0% |
| All | +19.8% | +46.4% | -26.6% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…
1y analysis · Full analysis span regression · 6 months rolling