+375.1%
DDOG vs FICO
+130.9%
+244.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.1% |
| 7D | -19.1% | +0.9% | -20.0% | -19.3% |
| 30D | -39.2% | +9.4% | -48.6% | -42.5% |
| 3M | -31.6% | -30.4% | -1.2% | -24.1% |
| 6M | -10.9% | -35.1% | +24.2% | -0.1% |
| YTD | +31.2% | -56.8% | +88.0% | +77.4% |
| 1Y | -10.7% | -58.4% | +47.7% | +22.8% |
| 3Y | +72.1% | -26.7% | +98.8% | +56.0% |
| 5Y | -5.5% | +88.0% | -93.5% | -50.5% |
| All | +375.1% | +130.9% | +244.2% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling