+19.8%
DDOG vs FANG
+32.3%
-12.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -4.9% | -9.5% | -14.4% |
| 7D | -32.2% | -11.3% | -20.9% | -32.3% |
| 30D | -31.7% | -0.7% | -31.1% | -31.2% |
| 3M | -34.5% | -4.2% | -30.3% | -34.0% |
| 6M | +28.7% | -13.5% | +42.1% | +30.0% |
| YTD | +38.8% | +23.7% | +15.0% | +43.4% |
| 1Y | +19.8% | +34.3% | -14.5% | +5.4% |
| All | +19.8% | +32.3% | -12.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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