+467.1%
DDOG vs RY
+237.4%
+229.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -10.1% | +3.1% | -13.3% | -11.7% |
| 30D | -24.8% | -0.3% | -24.5% | -24.7% |
| 3M | -12.6% | +8.7% | -21.3% | -17.0% |
| 6M | +79.9% | +28.5% | +51.4% | +54.4% |
| YTD | +56.6% | +25.1% | +31.5% | +36.3% |
| 1Y | +61.6% | +46.3% | +15.3% | +28.0% |
| 3Y | +117.9% | +154.9% | -37.1% | +22.6% |
| 5Y | +54.2% | +140.3% | -86.1% | -8.9% |
| All | +467.1% | +237.4% | +229.7% | +222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling