-46.8%
COIN vs DDOG
+137.4%
-184.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.2% | -9.5% | -6.4% |
| 7D | -0.1% | +7.7% | -7.8% | -4.4% |
| 30D | +17.5% | -13.6% | +31.1% | +26.5% |
| 3M | +12.4% | -0.9% | +13.3% | +8.0% |
| 6M | -12.5% | +75.2% | -87.8% | -44.4% |
| YTD | -22.7% | +65.7% | -88.4% | -50.2% |
| 1Y | -45.2% | +60.4% | -105.6% | -65.5% |
| 3Y | +112.8% | +130.7% | -17.8% | -2.3% |
| 5Y | -31.9% | +59.9% | -91.7% | -61.6% |
| All | -46.8% | +137.4% | -184.2% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling