+459.9%
DDOG vs COPX
+513.5%
-53.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -2.8% |
| 7D | -6.1% | +5.8% | -11.8% | -8.1% |
| 30D | -10.1% | +7.2% | -17.3% | -12.6% |
| 3M | -9.3% | +16.5% | -25.8% | -15.0% |
| 6M | +67.2% | +18.4% | +48.7% | +52.9% |
| YTD | +54.6% | +31.9% | +22.7% | +32.2% |
| 1Y | +54.1% | +88.5% | -34.4% | +12.7% |
| 3Y | +115.3% | +173.1% | -57.8% | +28.1% |
| 5Y | +50.6% | +193.1% | -142.5% | -13.4% |
| All | +459.9% | +513.5% | -53.6% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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