+365.0%
DDOG vs FICO
+123.6%
+241.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.9% | -8.4% | -7.9% |
| 7D | -34.3% | -0.3% | -34.1% | -34.2% |
| 30D | -37.2% | +1.7% | -39.0% | -38.9% |
| 3M | -38.3% | -35.2% | -3.1% | -28.9% |
| 6M | +19.8% | -33.7% | +53.5% | +33.3% |
| YTD | +28.4% | -58.2% | +86.5% | +76.1% |
| 1Y | +12.7% | -56.6% | +69.2% | +51.4% |
| 3Y | +112.8% | -24.0% | +136.8% | +88.1% |
| 5Y | -5.9% | +86.1% | -91.9% | -50.5% |
| All | +365.0% | +123.6% | +241.4% | +113.8% |
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