+489.1%
DDOG vs FCUV
-99.6%
+588.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.3% |
| 7D | +3.9% | -66.5% | +70.4% | +4.4% |
| 30D | -8.2% | +5.0% | -13.1% | -8.7% |
| 3M | -5.6% | +63.8% | -69.4% | -8.7% |
| 6M | +73.5% | -67.8% | +141.3% | +70.9% |
| YTD | +62.7% | -82.4% | +145.1% | +61.6% |
| 1Y | +59.0% | -94.7% | +153.7% | +60.6% |
| 3Y | +117.1% | -99.3% | +216.4% | +119.6% |
| 5Y | +61.3% | -99.9% | +161.1% | +65.7% |
| All | +489.1% | -99.6% | +588.7% | +455.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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