+499.9%
DDOG vs FDS
+5.9%
+494.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.4% | +10.6% | +9.2% |
| 7D | +7.7% | -8.8% | +16.5% | +13.5% |
| 30D | -13.6% | -1.4% | -12.2% | -13.4% |
| 3M | -0.9% | +13.9% | -14.8% | -10.8% |
| 6M | +75.2% | +27.4% | +47.8% | +46.7% |
| YTD | +65.7% | -2.5% | +68.1% | +62.8% |
| 1Y | +60.4% | -23.8% | +84.2% | +81.3% |
| 3Y | +130.7% | -32.5% | +163.2% | +175.5% |
| 5Y | +59.9% | -23.2% | +83.1% | +79.9% |
| All | +499.9% | +5.9% | +494.0% | +460.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling