+467.1%
DDOG vs COR
+389.9%
+77.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | -10.1% | +2.8% | -12.9% | -10.5% |
| 30D | -24.8% | +4.5% | -29.3% | -25.4% |
| 3M | -12.6% | +22.7% | -35.3% | -15.4% |
| 6M | +79.9% | -9.7% | +89.7% | +81.9% |
| YTD | +56.6% | -1.4% | +58.0% | +55.6% |
| 1Y | +61.6% | +13.9% | +47.7% | +56.4% |
| 3Y | +117.9% | +94.0% | +23.9% | +82.5% |
| 5Y | +54.2% | +184.0% | -129.8% | +12.9% |
| All | +467.1% | +389.9% | +77.2% | +189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling