+97.7%
KO vs DDOG
+449.5%
-351.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | -1.1% | +3.2% | -4.3% | -1.2% |
| 30D | +1.6% | -10.2% | +11.7% | +1.8% |
| 3M | +5.8% | -2.6% | +8.3% | +5.6% |
| 6M | +14.3% | +80.1% | -65.9% | +12.1% |
| YTD | +27.3% | +63.0% | -35.7% | +25.1% |
| 1Y | +33.2% | +59.4% | -26.2% | +30.7% |
| 3Y | +64.5% | +127.0% | -62.6% | +57.2% |
| 5Y | +83.1% | +61.7% | +21.5% | +73.6% |
| All | +97.7% | +449.5% | -351.8% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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