-6.4%
DDOG vs FDS
-22.8%
+16.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.2% | +4.6% |
| 7D | -23.9% | -0.5% | -23.4% | -24.3% |
| 30D | -34.0% | +20.2% | -54.2% | -42.0% |
| 3M | -21.9% | +19.9% | -41.8% | -32.2% |
| 6M | +24.6% | +56.2% | -31.6% | -11.1% |
| YTD | +31.7% | +14.6% | +17.1% | +14.7% |
| 1Y | -6.2% | +31.6% | -37.8% | -27.0% |
| 3Y | +125.1% | -23.8% | +148.9% | +155.1% |
| All | -6.4% | -22.8% | +16.3% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling