+459.9%
DDOG vs FCUV
-99.6%
+559.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -65.2% | +64.0% | -0.8% |
| 7D | -6.1% | -47.9% | +41.8% | -6.0% |
| 30D | -10.1% | +13.7% | -23.8% | -10.6% |
| 3M | -9.3% | +97.0% | -106.3% | -12.5% |
| 6M | +67.2% | -66.1% | +133.3% | +64.3% |
| YTD | +54.6% | -81.8% | +136.4% | +53.5% |
| 1Y | +54.1% | -93.3% | +147.4% | +55.0% |
| 3Y | +115.3% | -99.2% | +214.5% | +117.6% |
| 5Y | +50.6% | -99.9% | +150.5% | +54.7% |
| All | +459.9% | -99.6% | +559.4% | +427.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling