+19.8%
DDOG vs FIG
-52.3%
+72.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +5.2% | -19.7% | -16.6% |
| 7D | -32.2% | -4.7% | -27.6% | -31.1% |
| 30D | -31.7% | +0.5% | -32.3% | -32.6% |
| 3M | -34.5% | -18.4% | -16.1% | -29.1% |
| 6M | +28.7% | +10.9% | +17.8% | +19.0% |
| YTD | +38.8% | -40.8% | +79.6% | +63.6% |
| 1Y | +19.8% | -51.7% | +71.5% | +70.8% |
| All | +19.8% | -52.3% | +72.1% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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