+467.1%
DDOG vs COO
-8.0%
+475.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.1% |
| 7D | -10.1% | -2.2% | -7.9% | -9.1% |
| 30D | -24.8% | -7.0% | -17.8% | -21.9% |
| 3M | -12.6% | +12.2% | -24.8% | -18.2% |
| 6M | +79.9% | -15.1% | +95.1% | +94.0% |
| YTD | +56.6% | -15.1% | +71.7% | +69.0% |
| 1Y | +61.6% | +2.3% | +59.2% | +55.7% |
| 3Y | +117.9% | -23.7% | +141.5% | +131.4% |
| 5Y | +54.2% | -38.9% | +93.2% | +86.0% |
| All | +467.1% | -8.0% | +475.1% | +379.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling