+467.1%
DDOG vs FDS
+14.5%
+452.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.7% | +1.3% |
| 7D | -10.1% | -1.9% | -8.2% | -9.1% |
| 30D | -24.8% | +9.0% | -33.8% | -28.7% |
| 3M | -12.6% | +18.9% | -31.4% | -23.1% |
| 6M | +79.9% | +35.1% | +44.8% | +45.8% |
| YTD | +56.6% | +5.5% | +51.1% | +47.2% |
| 1Y | +61.6% | -16.8% | +78.4% | +73.6% |
| 3Y | +117.9% | -28.1% | +145.9% | +151.6% |
| 5Y | +54.2% | -17.4% | +71.6% | +66.5% |
| All | +467.1% | +14.5% | +452.5% | +406.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling