-5.6%
COST vs DDOG
+58.2%
-63.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.2% | +3.9% | -5.1% | -1.1% |
| 30D | -4.7% | -8.2% | +3.5% | -4.9% |
| 3M | -7.1% | -5.6% | -1.6% | -7.2% |
| 6M | -8.5% | +73.5% | -82.0% | -6.8% |
| YTD | +5.4% | +62.7% | -57.3% | +7.3% |
| 1Y | -5.6% | +59.0% | -64.6% | -2.5% |
| All | -5.6% | +58.2% | -63.8% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling