-6.4%
DDOG vs F
-12.6%
+6.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.3% | +2.8% |
| 7D | -23.9% | +1.6% | -25.5% | -24.5% |
| 30D | -34.0% | +2.6% | -36.7% | -35.0% |
| 3M | -21.9% | -8.8% | -13.1% | -20.1% |
| 6M | +24.6% | +4.6% | +20.0% | +19.2% |
| YTD | +31.7% | -1.9% | +33.6% | +28.2% |
| 1Y | -6.2% | -0.8% | -5.4% | -9.1% |
| 3Y | +125.1% | +43.5% | +81.6% | +70.0% |
| All | -6.4% | -12.6% | +6.1% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling