+459.9%
DDOG vs COF
+156.7%
+303.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.5% |
| 7D | -6.1% | +1.2% | -7.3% | -6.5% |
| 30D | -10.1% | -1.4% | -8.7% | -9.8% |
| 3M | -9.3% | +19.0% | -28.3% | -14.3% |
| 6M | +67.2% | +14.9% | +52.3% | +59.1% |
| YTD | +54.6% | -10.7% | +65.3% | +59.0% |
| 1Y | +54.1% | -1.3% | +55.4% | +53.2% |
| 3Y | +115.3% | +124.3% | -9.0% | +64.4% |
| 5Y | +50.6% | +51.1% | -0.5% | +23.6% |
| All | +459.9% | +156.7% | +303.2% | +346.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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