+391.0%
DDOG vs RY
+228.1%
+162.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.1% |
| 7D | -2.3% | -3.0% | +0.7% | -0.6% |
| 30D | -35.8% | +6.3% | -42.1% | -38.1% |
| 3M | -25.3% | -2.6% | -22.7% | -24.5% |
| 6M | -8.9% | +13.9% | -22.8% | -16.2% |
| YTD | +35.6% | +21.7% | +13.9% | +19.5% |
| 1Y | -6.8% | +40.4% | -47.3% | -24.7% |
| 3Y | +77.9% | +161.3% | -83.4% | -1.7% |
| 5Y | -3.1% | +126.5% | -129.6% | -41.2% |
| All | +391.0% | +228.1% | +162.9% | +182.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling