+376.8%
DDOG vs FAST
+287.5%
+89.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | -23.9% | +2.1% | -26.0% | -24.7% |
| 30D | -34.0% | +6.9% | -40.9% | -36.1% |
| 3M | -21.9% | +4.8% | -26.8% | -23.8% |
| 6M | +24.6% | +19.8% | +4.8% | +13.3% |
| YTD | +31.7% | +34.9% | -3.2% | +11.1% |
| 1Y | -6.2% | +32.8% | -39.0% | -20.3% |
| 3Y | +125.1% | +93.7% | +31.3% | +47.5% |
| 5Y | -3.5% | +105.3% | -108.8% | -39.3% |
| All | +376.8% | +287.5% | +89.3% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling