-4.4%
DDOG vs FE
+46.0%
-50.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +5.6% | -0.3% | +5.9% | +5.7% |
| 30D | -34.9% | +3.9% | -38.8% | -35.1% |
| 3M | -23.4% | -0.1% | -23.3% | -23.4% |
| 6M | -7.7% | +6.1% | -13.8% | -8.5% |
| YTD | +35.6% | +8.1% | +27.6% | +33.7% |
| 1Y | -3.4% | +4.4% | -7.8% | -4.3% |
| 3Y | +78.0% | +49.0% | +29.0% | +56.6% |
| 5Y | -4.4% | +46.1% | -50.6% | -17.4% |
| All | -4.4% | +46.0% | -50.5% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling