+60.4%
DDOG vs COP
+52.6%
+7.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.1% | +7.5% |
| 7D | +7.7% | -0.5% | +8.2% | +7.5% |
| 30D | -13.6% | +11.7% | -25.3% | -10.5% |
| 3M | -0.9% | +17.7% | -18.6% | +4.3% |
| 6M | +75.2% | +18.3% | +56.9% | +85.8% |
| YTD | +65.7% | +49.1% | +16.6% | +87.2% |
| 1Y | +60.4% | +53.3% | +7.1% | +83.8% |
| All | +60.4% | +52.6% | +7.8% | +83.8% |
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