+390.4%
DDOG vs COR
+432.4%
-42.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.1% | -0.5% |
| 7D | +2.9% | +7.8% | -5.0% | +2.0% |
| 30D | -31.6% | +7.0% | -38.6% | -32.2% |
| 3M | -27.0% | +16.3% | -43.2% | -28.5% |
| 6M | -10.3% | +41.3% | -51.6% | -15.0% |
| YTD | +35.4% | +7.1% | +28.3% | +33.1% |
| 1Y | -1.0% | -0.8% | -0.2% | -1.3% |
| 3Y | +76.7% | +85.0% | -8.3% | +52.3% |
| 5Y | -4.6% | +203.9% | -208.5% | -30.5% |
| All | +390.4% | +432.4% | -42.0% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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