+59.9%
DDOG vs FCEL
-90.4%
+150.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -6.7% | +13.9% | +8.2% |
| 7D | +7.7% | +15.1% | -7.4% | +5.0% |
| 30D | -13.6% | -16.4% | +2.8% | -12.0% |
| 3M | -0.9% | -5.3% | +4.3% | -4.6% |
| 6M | +75.2% | +124.5% | -49.3% | +37.5% |
| YTD | +65.7% | +126.7% | -61.0% | +27.9% |
| 1Y | +60.4% | +219.9% | -159.5% | +10.5% |
| 3Y | +130.7% | -61.6% | +192.3% | +116.8% |
| 5Y | +59.9% | -90.5% | +150.4% | +126.2% |
| All | +59.9% | -90.4% | +150.3% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 5y: compounded portfolio wealth divided by compounded FCEL 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…
5y analysis · Full analysis span regression · 6 months rolling