+375.1%
DDOG vs COR
+416.2%
-41.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.8% |
| 7D | -19.1% | +2.4% | -21.5% | -19.3% |
| 30D | -39.2% | +7.7% | -46.8% | -39.8% |
| 3M | -31.6% | +7.5% | -39.1% | -32.3% |
| 6M | -10.9% | +34.1% | -45.0% | -14.9% |
| YTD | +31.2% | +3.9% | +27.3% | +29.4% |
| 1Y | -10.7% | -3.6% | -7.0% | -10.7% |
| 3Y | +72.1% | +80.5% | -8.4% | +48.6% |
| 5Y | -5.5% | +194.9% | -200.4% | -30.9% |
| All | +375.1% | +416.2% | -41.1% | +140.4% |
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