+76.7%
DDOG vs FGI
-16.0%
+92.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -25.2% | +25.0% | -0.1% |
| 7D | +2.9% | -14.4% | +17.3% | +2.9% |
| 30D | -31.6% | -11.8% | -19.9% | -31.6% |
| 3M | -27.0% | -46.2% | +19.3% | -26.9% |
| 6M | -10.3% | +5.2% | -15.5% | -10.4% |
| YTD | +35.4% | +10.5% | +24.9% | +35.3% |
| 1Y | -1.0% | +25.5% | -26.5% | -0.8% |
| 3Y | +76.7% | -16.0% | +92.7% | +83.0% |
| All | +76.7% | -16.0% | +92.7% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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