+120.2%
DDOG vs FDS
-27.1%
+147.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.7% | +0.6% |
| 7D | -10.1% | -1.9% | -8.2% | -9.4% |
| 30D | -24.8% | +9.0% | -33.8% | -27.5% |
| 3M | -12.6% | +18.9% | -31.4% | -20.0% |
| 6M | +79.9% | +35.1% | +44.8% | +55.4% |
| YTD | +56.6% | +5.5% | +51.1% | +44.8% |
| 1Y | +61.6% | -16.8% | +78.4% | +63.7% |
| All | +120.2% | -27.1% | +147.3% | +131.0% |
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