+459.9%
DDOG vs COO
-10.6%
+470.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.5% | +0.1% |
| 7D | -6.1% | -2.3% | -3.8% | -5.0% |
| 30D | -10.1% | -8.8% | -1.3% | -5.9% |
| 3M | -9.3% | +1.3% | -10.6% | -10.1% |
| 6M | +67.2% | -11.6% | +78.8% | +76.5% |
| YTD | +54.6% | -17.4% | +72.0% | +69.2% |
| 1Y | +54.1% | -1.6% | +55.7% | +51.5% |
| 3Y | +115.3% | -22.6% | +137.9% | +125.0% |
| 5Y | +50.6% | -40.3% | +91.0% | +83.8% |
| All | +459.9% | -10.6% | +470.4% | +380.2% |
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