+248.2%
COST vs DDOG
+421.0%
-172.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -3.2% | -6.1% | +2.9% | -2.6% |
| 30D | -4.0% | -10.1% | +6.2% | -3.2% |
| 3M | -6.5% | -9.3% | +2.8% | -6.2% |
| 6M | -8.5% | +67.2% | -75.7% | -14.8% |
| YTD | +6.0% | +54.6% | -48.6% | -1.0% |
| 1Y | -5.8% | +54.1% | -59.9% | -12.6% |
| 3Y | +71.8% | +115.3% | -43.4% | +49.7% |
| 5Y | +106.2% | +50.6% | +55.6% | +78.8% |
| All | +248.2% | +421.0% | -172.9% | +146.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling