+499.9%
DDOG vs FANG
+165.5%
+334.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.5% | +5.7% | +6.9% |
| 7D | +7.7% | -0.4% | +8.1% | +7.7% |
| 30D | -13.6% | +2.4% | -16.0% | -13.9% |
| 3M | -0.9% | +4.9% | -5.8% | -1.8% |
| 6M | +75.2% | +12.0% | +63.2% | +71.4% |
| YTD | +65.7% | +37.1% | +28.6% | +56.5% |
| 1Y | +60.4% | +52.3% | +8.1% | +49.0% |
| 3Y | +130.7% | +45.0% | +85.7% | +113.8% |
| 5Y | +59.9% | +231.0% | -171.1% | +32.9% |
| All | +499.9% | +165.5% | +334.4% | +515.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling