+467.1%
DDOG vs FICO
+194.6%
+272.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.8% | +7.1% |
| 7D | -10.1% | -19.2% | +9.0% | -1.4% |
| 30D | -24.8% | -14.6% | -10.2% | -19.5% |
| 3M | -12.6% | -20.1% | +7.5% | -5.8% |
| 6M | +79.9% | -36.3% | +116.3% | +113.4% |
| YTD | +56.6% | -44.9% | +101.4% | +99.3% |
| 1Y | +61.6% | -38.6% | +100.2% | +89.3% |
| 3Y | +117.9% | +4.0% | +113.9% | +73.8% |
| 5Y | +54.2% | +99.5% | -45.3% | -16.8% |
| All | +467.1% | +194.6% | +272.4% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling