-10.7%
DDOG vs FICO
-58.1%
+47.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.9% |
| 7D | -19.1% | +0.9% | -20.0% | -19.2% |
| 30D | -39.2% | +9.4% | -48.6% | -41.0% |
| 3M | -31.6% | -30.4% | -1.2% | -26.0% |
| 6M | -10.9% | -35.1% | +24.2% | -4.1% |
| YTD | +31.2% | -56.8% | +88.0% | +51.2% |
| 1Y | -10.7% | -58.4% | +47.7% | +3.5% |
| All | -10.7% | -58.1% | +47.5% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling