-10.4%
DDOG vs FE
+5.9%
-16.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.3% |
| 7D | -23.9% | 0.0% | -23.9% | -23.8% |
| 30D | -34.0% | +5.2% | -39.2% | -32.1% |
| 3M | -21.9% | 0.0% | -21.9% | -21.2% |
| 6M | +24.6% | +5.0% | +19.5% | +28.6% |
| YTD | +31.7% | +7.9% | +23.8% | +35.1% |
| All | -10.4% | +5.9% | -16.3% | -8.7% |
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