+50.6%
DDOG vs COR
+180.8%
-130.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.4% |
| 7D | -6.1% | -1.9% | -4.2% | -6.2% |
| 30D | -10.1% | +1.5% | -11.6% | -10.0% |
| 3M | -9.3% | +18.7% | -28.0% | -8.7% |
| 6M | +67.2% | -9.0% | +76.2% | +66.4% |
| YTD | +54.6% | -3.3% | +57.9% | +54.4% |
| 1Y | +54.1% | +9.8% | +44.2% | +55.1% |
| 3Y | +115.3% | +87.4% | +27.9% | +109.5% |
| 5Y | +50.6% | +180.5% | -129.9% | +32.5% |
| All | +50.6% | +180.8% | -130.2% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling