+499.9%
DDOG vs COR
+378.6%
+121.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.2% |
| 7D | +7.7% | -3.9% | +11.5% | +8.2% |
| 30D | -13.6% | -0.3% | -13.3% | -13.7% |
| 3M | -0.9% | +15.9% | -16.8% | -3.3% |
| 6M | +75.2% | -10.3% | +85.5% | +77.1% |
| YTD | +65.7% | -3.7% | +69.4% | +65.1% |
| 1Y | +60.4% | +9.1% | +51.3% | +56.3% |
| 3Y | +130.7% | +86.6% | +44.1% | +94.7% |
| 5Y | +59.9% | +180.9% | -121.0% | +16.9% |
| All | +499.9% | +378.6% | +121.3% | +206.6% |
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