+59.9%
DDOG vs CBOE
+146.7%
-86.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.7% | +7.2% |
| 7D | +7.7% | -0.8% | +8.4% | +7.8% |
| 30D | -13.6% | +2.7% | -16.3% | -13.8% |
| 3M | -0.9% | +0.7% | -1.6% | -1.3% |
| 6M | +75.2% | -2.0% | +77.2% | +72.5% |
| YTD | +65.7% | +17.1% | +48.5% | +55.7% |
| 1Y | +60.4% | +26.5% | +33.9% | +47.5% |
| 3Y | +130.7% | +96.1% | +34.5% | +60.0% |
| 5Y | +59.9% | +149.3% | -89.4% | -12.6% |
| All | +59.9% | +146.7% | -86.8% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling