+467.1%
DDOG vs COP
+184.7%
+282.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -10.1% | +3.0% | -13.1% | -10.6% |
| 30D | -24.8% | +17.5% | -42.3% | -26.8% |
| 3M | -12.6% | +13.4% | -25.9% | -14.6% |
| 6M | +79.9% | +17.7% | +62.2% | +74.0% |
| YTD | +56.6% | +46.6% | +10.0% | +44.9% |
| 1Y | +61.6% | +44.6% | +17.0% | +49.5% |
| 3Y | +117.9% | +20.7% | +97.2% | +105.6% |
| 5Y | +54.2% | +185.0% | -130.8% | +21.5% |
| All | +467.1% | +184.7% | +282.4% | +351.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling