+391.0%
DDOG vs FCEL
-3.9%
+395.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.5% | -3.2% | +2.6% |
| 7D | -2.3% | +3.9% | -6.2% | -2.9% |
| 30D | -35.8% | -33.1% | -2.7% | -32.7% |
| 3M | -25.3% | -43.0% | +17.7% | -21.1% |
| 6M | -8.9% | -31.3% | +22.4% | -10.2% |
| YTD | +35.6% | +49.8% | -14.2% | +18.1% |
| 1Y | -6.8% | +48.2% | -55.0% | -19.4% |
| 3Y | +77.9% | -64.6% | +142.5% | +63.5% |
| 5Y | -3.1% | -96.7% | +93.6% | +15.2% |
| All | +391.0% | -3.9% | +395.0% | +373.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling