+76.9%
DDOG vs RY
+160.7%
-83.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | +5.6% | -0.5% | +6.2% | +5.8% |
| 30D | -34.9% | +4.7% | -39.6% | -36.0% |
| 3M | -23.4% | -4.5% | -19.0% | -22.2% |
| 6M | -7.7% | +12.5% | -20.3% | -13.0% |
| YTD | +35.6% | +21.1% | +14.5% | +22.8% |
| 1Y | -3.4% | +38.6% | -42.0% | -18.9% |
| All | +76.9% | +160.7% | -83.8% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling