+70.2%
DDOG vs FGI
-70.4%
+140.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -1.0% |
| 7D | -10.1% | +0.5% | -10.7% | -10.2% |
| 30D | -24.8% | +65.4% | -90.2% | -26.3% |
| 3M | -12.6% | +23.5% | -36.1% | -14.0% |
| 6M | +79.9% | +60.5% | +19.4% | +73.4% |
| YTD | +56.6% | +30.0% | +26.6% | +51.7% |
| 1Y | +61.6% | +82.1% | -20.5% | +51.6% |
| 3Y | +117.9% | -4.4% | +122.3% | +106.4% |
| All | +70.2% | -70.4% | +140.5% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling