-6.2%
DDOG vs FICO
-58.2%
+52.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -23.9% | -0.9% | -23.0% | -23.7% |
| 30D | -34.0% | +3.3% | -37.4% | -35.3% |
| 3M | -21.9% | -31.7% | +9.8% | -15.4% |
| 6M | +24.6% | -34.0% | +58.6% | +32.3% |
| YTD | +31.7% | -58.3% | +90.0% | +54.6% |
| 1Y | -6.2% | -57.9% | +51.8% | +8.7% |
| All | -6.2% | -58.2% | +52.0% | +8.7% |
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