+125.1%
DDOG vs FE
+42.7%
+82.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +2.1% |
| 7D | -23.9% | -1.0% | -22.9% | -24.1% |
| 30D | -34.0% | +4.1% | -38.2% | -33.2% |
| 3M | -21.9% | -1.0% | -20.9% | -21.8% |
| 6M | +24.6% | +4.0% | +20.6% | +26.4% |
| YTD | +31.7% | +6.8% | +24.8% | +34.2% |
| 1Y | -6.2% | +5.3% | -11.5% | -4.5% |
| 3Y | +125.1% | +44.6% | +80.5% | +128.9% |
| All | +125.1% | +42.7% | +82.4% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling