-12.3%
COIN vs DDOG
+72.0%
-84.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | -10.6% | +3.2% | -13.8% | -11.1% |
| 30D | +16.0% | -10.2% | +26.1% | +17.8% |
| 3M | +11.9% | -2.6% | +14.5% | +10.5% |
| 6M | -12.3% | +80.1% | -92.5% | -29.0% |
| All | -12.3% | +72.0% | -84.4% | -29.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling