+27.4%
DDOG vs FIG
-78.1%
+105.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.6% |
| 7D | -19.1% | -11.4% | -7.7% | -16.5% |
| 30D | -39.2% | -17.2% | -22.0% | -36.1% |
| 3M | -31.6% | -26.6% | -5.0% | -25.7% |
| 6M | -10.9% | -9.8% | -1.0% | -9.4% |
| YTD | +31.2% | -50.1% | +81.3% | +46.9% |
| 1Y | -10.7% | -58.1% | +47.4% | +2.8% |
| All | +27.4% | -78.1% | +105.5% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling