+390.4%
DDOG vs COP
+201.7%
+188.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.4% |
| 7D | +2.9% | +4.4% | -1.6% | +2.2% |
| 30D | -31.6% | 0.0% | -31.6% | -31.6% |
| 3M | -27.0% | +15.0% | -42.0% | -28.7% |
| 6M | -10.3% | +22.0% | -32.3% | -13.5% |
| YTD | +35.4% | +55.3% | -19.9% | +24.1% |
| 1Y | -1.0% | +64.1% | -65.1% | -10.3% |
| 3Y | +76.7% | +34.1% | +42.6% | +64.2% |
| 5Y | -4.6% | +133.4% | -138.0% | -21.7% |
| All | +390.4% | +201.7% | +188.7% | +286.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling