+19.8%
DDOG vs FDS
+31.1%
-11.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.9% | -17.3% | -15.3% |
| 7D | -32.2% | +9.4% | -41.7% | -34.7% |
| 30D | -31.7% | +23.8% | -55.5% | -37.9% |
| 3M | -34.5% | +25.1% | -59.6% | -41.1% |
| 6M | +28.7% | +53.8% | -25.1% | +2.3% |
| YTD | +38.8% | +19.6% | +19.2% | +7.9% |
| 1Y | +19.8% | +31.6% | -11.8% | +8.5% |
| All | +19.8% | +31.1% | -11.3% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling