+19.8%
DDOG vs FE
+6.1%
+13.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | 0.0% | -14.4% | -14.4% |
| 7D | -32.2% | +1.7% | -33.9% | -31.5% |
| 30D | -31.7% | +8.1% | -39.8% | -29.1% |
| 3M | -34.5% | -1.3% | -33.2% | -34.0% |
| 6M | +28.7% | +2.9% | +25.7% | +32.1% |
| YTD | +38.8% | +8.6% | +30.2% | +39.1% |
| 1Y | +19.8% | +6.3% | +13.5% | +21.7% |
| All | +19.8% | +6.1% | +13.7% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling