+81.6%
KO vs DDOG
+61.5%
+20.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.3% |
| 7D | -1.1% | +3.2% | -4.3% | -1.1% |
| 30D | +1.6% | -10.2% | +11.7% | +1.6% |
| 3M | +5.8% | -2.6% | +8.3% | +5.7% |
| 6M | +14.3% | +80.1% | -65.9% | +13.5% |
| YTD | +27.3% | +63.0% | -35.7% | +26.6% |
| 1Y | +33.2% | +59.4% | -26.2% | +32.3% |
| 3Y | +64.5% | +127.0% | -62.6% | +60.1% |
| All | +81.6% | +61.5% | +20.1% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling