+79.2%
DDOG vs FAST
+96.6%
-17.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | +0.1% |
| 7D | -16.9% | +3.8% | -20.7% | -17.2% |
| 30D | -38.8% | +8.1% | -46.8% | -39.2% |
| 3M | -23.2% | +5.8% | -29.0% | -23.7% |
| 6M | -10.3% | +24.9% | -35.1% | -12.5% |
| YTD | +32.1% | +38.9% | -6.8% | +24.7% |
| 1Y | -6.1% | +36.5% | -42.5% | -11.0% |
| 3Y | +79.2% | +98.1% | -18.9% | +48.9% |
| All | +79.2% | +96.6% | -17.4% | +48.9% |
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