+117.3%
DDOG vs FAST
+86.1%
+31.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -0.9% |
| 7D | -10.1% | -0.4% | -9.8% | -10.1% |
| 30D | -24.8% | -0.8% | -24.0% | -24.8% |
| 3M | -12.6% | +5.8% | -18.3% | -13.2% |
| 6M | +79.9% | +8.0% | +72.0% | +77.5% |
| YTD | +56.6% | +25.6% | +30.9% | +49.1% |
| 1Y | +61.6% | +0.8% | +60.8% | +63.4% |
| All | +117.3% | +86.1% | +31.2% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling