+64.3%
DDOG vs FCUV
-99.9%
+164.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -7.0% | +14.2% | +7.2% |
| 7D | +7.7% | -63.8% | +71.4% | +8.3% |
| 30D | -13.6% | -14.7% | +1.1% | -14.0% |
| 3M | -0.9% | +65.3% | -66.2% | -5.0% |
| 6M | +75.2% | -68.5% | +143.7% | +73.9% |
| YTD | +65.7% | -83.0% | +148.7% | +68.4% |
| 1Y | +60.4% | -94.4% | +154.8% | +68.6% |
| 3Y | +130.7% | -99.3% | +229.9% | +164.6% |
| All | +64.3% | -99.9% | +164.1% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling