-10.7%
DDOG vs RY
+41.3%
-52.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.3% |
| 7D | -19.1% | -0.6% | -18.5% | -18.9% |
| 30D | -39.2% | +6.1% | -45.3% | -38.6% |
| 3M | -31.6% | -3.4% | -28.2% | -31.6% |
| 6M | -10.9% | +12.8% | -23.7% | -10.0% |
| YTD | +31.2% | +21.0% | +10.2% | +29.4% |
| 1Y | -10.7% | +40.5% | -51.1% | -19.1% |
| All | -10.7% | +41.3% | -52.0% | -19.1% |
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