-4.4%
DDOG vs RY
+125.1%
-129.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.3% |
| 7D | +5.6% | -0.5% | +6.2% | +6.0% |
| 30D | -34.9% | +4.7% | -39.6% | -37.2% |
| 3M | -23.4% | -4.5% | -19.0% | -21.3% |
| 6M | -7.7% | +12.5% | -20.3% | -16.8% |
| YTD | +35.6% | +21.1% | +14.5% | +14.7% |
| 1Y | -3.4% | +38.6% | -42.0% | -27.1% |
| 3Y | +78.0% | +160.2% | -82.2% | -26.4% |
| 5Y | -4.4% | +124.7% | -129.1% | -54.3% |
| All | -4.4% | +125.1% | -129.6% | -54.3% |
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 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