-6.4%
DDOG vs RY
+122.0%
-128.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.4% |
| 7D | -23.9% | -0.9% | -23.0% | -23.7% |
| 30D | -34.0% | +5.9% | -39.9% | -36.8% |
| 3M | -21.9% | -4.3% | -17.6% | -19.9% |
| 6M | +24.6% | +12.1% | +12.5% | +12.5% |
| YTD | +31.7% | +20.3% | +11.4% | +11.8% |
| 1Y | -6.2% | +41.0% | -47.2% | -30.4% |
| 3Y | +125.1% | +157.5% | -32.5% | -6.5% |
| All | -6.4% | +122.0% | -128.4% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling