+19.8%
DDOG vs COP
+61.7%
-41.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -5.2% | -9.3% | -15.8% |
| 7D | -32.2% | -8.1% | -24.1% | -33.9% |
| 30D | -31.7% | +6.7% | -38.4% | -29.5% |
| 3M | -34.5% | +16.9% | -51.4% | -29.8% |
| 6M | +28.7% | +11.2% | +17.5% | +37.1% |
| YTD | +38.8% | +49.5% | -10.7% | +68.6% |
| 1Y | +19.8% | +60.7% | -40.9% | +55.1% |
| All | +19.8% | +61.7% | -41.9% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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