+125.1%
DDOG vs FGI
+1.5%
+123.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.5% |
| 7D | -23.9% | -7.0% | -16.9% | -23.9% |
| 30D | -34.0% | -4.2% | -29.8% | -34.0% |
| 3M | -21.9% | +55.6% | -77.5% | -22.1% |
| 6M | +24.6% | -3.2% | +27.7% | +24.2% |
| YTD | +31.7% | +29.1% | +2.5% | +31.3% |
| 1Y | -6.2% | +51.0% | -57.1% | -6.2% |
| 3Y | +125.1% | +1.5% | +123.5% | +127.6% |
| All | +125.1% | +1.5% | +123.5% | +127.6% |
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