+98.9%
KO vs DDOG
+421.0%
-322.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +0.4% | -6.1% | +6.5% | +0.5% |
| 30D | +1.5% | -10.1% | +11.6% | +1.7% |
| 3M | +11.8% | -9.3% | +21.1% | +11.9% |
| 6M | +16.2% | +67.2% | -51.0% | +14.2% |
| YTD | +28.1% | +54.6% | -26.5% | +26.0% |
| 1Y | +34.8% | +54.1% | -19.3% | +32.3% |
| 3Y | +65.5% | +115.3% | -49.8% | +58.4% |
| 5Y | +81.6% | +50.6% | +30.9% | +72.5% |
| All | +98.9% | +421.0% | -322.1% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling