+125.1%
DDOG vs FDS
-23.2%
+148.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.2% | +3.8% |
| 7D | -23.9% | -0.5% | -23.4% | -24.1% |
| 30D | -34.0% | +20.2% | -54.2% | -39.3% |
| 3M | -21.9% | +19.9% | -41.8% | -28.6% |
| 6M | +24.6% | +56.2% | -31.6% | +0.5% |
| YTD | +31.7% | +14.6% | +17.1% | +16.0% |
| 1Y | -6.2% | +31.6% | -37.8% | -20.8% |
| 3Y | +125.1% | -23.8% | +148.9% | +125.8% |
| All | +125.1% | -23.2% | +148.2% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling