-3.4%
DDOG vs COO
-13.9%
+10.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.1% |
| 7D | +5.6% | -2.1% | +7.7% | +5.4% |
| 30D | -34.9% | +13.9% | -48.8% | -34.5% |
| 3M | -23.4% | -18.9% | -4.5% | -21.9% |
| 6M | -7.7% | +3.7% | -11.5% | -5.1% |
| YTD | +35.6% | -24.1% | +59.8% | +47.9% |
| 1Y | -3.4% | -14.2% | +10.8% | +4.5% |
| All | -3.4% | -13.9% | +10.6% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling