+47.3%
DDOG vs FGI
-68.3%
+115.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.9% | -2.5% | +3.2% |
| 7D | -2.3% | +6.9% | -9.2% | -2.4% |
| 30D | -35.8% | +3.9% | -39.8% | -35.9% |
| 3M | -25.3% | +74.3% | -99.6% | -26.9% |
| 6M | -8.9% | +28.9% | -37.8% | -10.5% |
| YTD | +35.6% | +39.1% | -3.5% | +31.1% |
| 1Y | -6.8% | +49.3% | -56.2% | -10.5% |
| 3Y | +77.9% | +5.7% | +72.2% | +67.6% |
| All | +47.3% | -68.3% | +115.6% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling