+128.7%
RSP vs DDOG
+357.1%
-228.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.8% | +5.6% | -3.9% | +1.1% |
| 30D | +3.5% | -34.9% | +38.4% | +8.1% |
| 3M | +0.2% | -23.4% | +23.6% | +2.5% |
| 6M | +9.1% | -7.7% | +16.9% | +8.2% |
| YTD | +16.6% | +35.6% | -19.0% | +8.6% |
| 1Y | +17.9% | -3.4% | +21.3% | +14.8% |
| 3Y | +64.6% | +78.0% | -13.4% | +44.0% |
| 5Y | +48.4% | -4.4% | +52.8% | +32.9% |
| All | +128.7% | +357.1% | -228.4% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 10y: compounded portfolio wealth divided by compounded DDOG 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…
10y analysis · Full analysis span regression · 6 months rolling