+79.2%
DDOG vs FGI
0.0%
+79.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | -16.9% | -1.4% | -15.5% | -16.9% |
| 30D | -38.8% | -3.2% | -35.5% | -38.7% |
| 3M | -23.2% | +64.1% | -87.3% | -23.3% |
| 6M | -10.3% | +17.2% | -27.4% | -10.4% |
| YTD | +32.1% | +31.6% | +0.5% | +31.9% |
| 1Y | -6.1% | +45.1% | -51.1% | -5.9% |
| 3Y | +79.2% | -2.0% | +81.2% | +86.7% |
| All | +79.2% | 0.0% | +79.2% | +86.7% |
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