+390.4%
DDOG vs COO
-17.2%
+407.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +2.9% | +0.5% | +2.4% | +2.6% |
| 30D | -31.6% | +14.2% | -45.8% | -36.4% |
| 3M | -27.0% | -18.2% | -8.8% | -21.1% |
| 6M | -10.3% | +5.3% | -15.6% | -15.6% |
| YTD | +35.4% | -23.6% | +59.0% | +50.6% |
| 1Y | -1.0% | -12.7% | +11.7% | +1.8% |
| 3Y | +76.7% | -24.2% | +100.8% | +80.1% |
| 5Y | -4.6% | -40.0% | +35.4% | +13.4% |
| All | +390.4% | -17.2% | +407.7% | +327.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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