+489.1%
DDOG vs CBOE
+168.5%
+320.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | +3.9% | -5.8% | +9.7% | +5.1% |
| 30D | -8.2% | -3.1% | -5.0% | -7.6% |
| 3M | -5.6% | -4.8% | -0.8% | -5.1% |
| 6M | +73.5% | -0.6% | +74.1% | +70.2% |
| YTD | +62.7% | +12.8% | +49.9% | +53.6% |
| 1Y | +59.0% | +19.8% | +39.2% | +47.4% |
| 3Y | +117.1% | +86.9% | +30.2% | +66.4% |
| 5Y | +61.3% | +136.5% | -75.2% | +10.4% |
| All | +489.1% | +168.5% | +320.6% | +274.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling