+76.7%
DDOG vs F
+45.8%
+30.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +2.9% | -3.1% | +6.0% | +3.3% |
| 30D | -31.6% | 0.0% | -31.7% | -31.8% |
| 3M | -27.0% | -13.2% | -13.8% | -25.5% |
| 6M | -10.3% | -10.2% | -0.1% | -9.4% |
| YTD | +35.4% | -4.9% | +40.4% | +34.7% |
| 1Y | -1.0% | -6.1% | +5.1% | -1.3% |
| 3Y | +76.7% | +46.0% | +30.7% | +44.3% |
| All | +76.7% | +45.8% | +30.8% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling