+467.1%
DDOG vs F
+121.4%
+345.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.3% |
| 7D | -10.1% | +5.3% | -15.5% | -11.5% |
| 30D | -24.8% | +4.6% | -29.4% | -25.7% |
| 3M | -12.6% | -3.7% | -8.9% | -11.9% |
| 6M | +79.9% | +16.8% | +63.1% | +70.1% |
| YTD | +56.6% | +15.3% | +41.3% | +48.2% |
| 1Y | +61.6% | +31.0% | +30.6% | +46.6% |
| 3Y | +117.9% | +45.4% | +72.4% | +84.2% |
| 5Y | +54.2% | +54.7% | -0.4% | +29.3% |
| All | +467.1% | +121.4% | +345.7% | +329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling