+250.3%
COST vs DDOG
+427.7%
-177.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | -3.1% | -10.1% | +7.0% | -2.2% |
| 30D | -2.8% | -24.8% | +22.0% | -0.5% |
| 3M | -5.7% | -12.6% | +6.9% | -5.1% |
| 6M | -8.8% | +79.9% | -88.7% | -15.7% |
| YTD | +6.7% | +56.6% | -49.9% | -0.5% |
| 1Y | -3.6% | +61.6% | -65.2% | -11.1% |
| 3Y | +75.1% | +117.9% | -42.8% | +52.4% |
| 5Y | +108.9% | +54.2% | +54.7% | +80.7% |
| All | +250.3% | +427.7% | -177.4% | +147.5% |
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 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