+61.6%
DDOG vs F
+31.3%
+30.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.1% |
| 7D | -10.1% | +5.3% | -15.5% | -10.9% |
| 30D | -24.8% | +4.6% | -29.4% | -25.2% |
| 3M | -12.6% | -3.7% | -8.9% | -12.1% |
| 6M | +79.9% | +16.8% | +63.1% | +74.9% |
| YTD | +56.6% | +15.3% | +41.3% | +52.8% |
| 1Y | +61.6% | +31.0% | +30.6% | +50.2% |
| All | +61.6% | +31.3% | +30.2% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 1y: compounded portfolio wealth divided by compounded F 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…
1y analysis · Full analysis span regression · 6 months rolling