+467.1%
DDOG vs FE
+29.3%
+437.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -10.1% | +1.9% | -12.1% | -10.6% |
| 30D | -24.8% | -1.2% | -23.6% | -24.6% |
| 3M | -12.6% | +3.5% | -16.1% | -13.6% |
| 6M | +79.9% | -6.1% | +86.0% | +82.4% |
| YTD | +56.6% | +7.6% | +49.0% | +52.3% |
| 1Y | +61.6% | +11.9% | +49.7% | +55.3% |
| 3Y | +117.9% | +48.4% | +69.4% | +85.6% |
| 5Y | +54.2% | +44.8% | +9.4% | +31.4% |
| All | +467.1% | +29.3% | +437.8% | +382.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling