+390.4%
DDOG vs FE
+31.2%
+359.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.4% |
| 7D | +2.9% | +1.2% | +1.6% | +2.5% |
| 30D | -31.6% | +4.5% | -36.2% | -32.5% |
| 3M | -27.0% | +1.3% | -28.3% | -27.4% |
| 6M | -10.3% | +8.7% | -19.0% | -12.8% |
| YTD | +35.4% | +9.2% | +26.2% | +30.9% |
| 1Y | -1.0% | +7.0% | -7.9% | -3.7% |
| 3Y | +76.7% | +51.4% | +25.3% | +49.6% |
| 5Y | -4.6% | +47.7% | -52.3% | -19.3% |
| All | +390.4% | +31.2% | +359.2% | +314.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling