+19.8%
DDOG vs CBOE
+39.5%
-19.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.3% | -14.7% | -14.4% |
| 7D | -32.2% | +7.7% | -40.0% | -30.9% |
| 30D | -31.7% | +24.4% | -56.1% | -28.8% |
| 3M | -34.5% | +20.0% | -54.5% | -31.7% |
| 6M | +28.7% | +2.4% | +26.3% | +27.1% |
| YTD | +38.8% | +38.5% | +0.2% | +40.7% |
| 1Y | +19.8% | +39.0% | -19.1% | +21.1% |
| All | +19.8% | +39.5% | -19.7% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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