+115.3%
DDOG vs COR
+87.4%
+27.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.6% |
| 7D | -6.1% | -1.9% | -4.2% | -6.4% |
| 30D | -10.1% | +1.5% | -11.6% | -9.7% |
| 3M | -9.3% | +18.7% | -28.0% | -6.4% |
| 6M | +67.2% | -9.0% | +76.2% | +63.1% |
| YTD | +54.6% | -3.3% | +57.9% | +54.0% |
| 1Y | +54.1% | +9.8% | +44.2% | +60.9% |
| 3Y | +115.3% | +87.4% | +27.9% | +237.0% |
| All | +115.3% | +87.4% | +27.8% | +237.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling