+31.7%
DDOG vs FIG
-77.7%
+109.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.5% | +2.8% |
| 7D | -2.3% | -14.3% | +12.0% | +2.2% |
| 30D | -35.8% | -13.6% | -22.2% | -33.4% |
| 3M | -25.3% | -23.7% | -1.6% | -19.9% |
| 6M | -8.9% | -5.4% | -3.5% | -8.7% |
| YTD | +35.6% | -49.2% | +84.8% | +51.0% |
| 1Y | -6.8% | -57.4% | +50.5% | +6.6% |
| All | +31.7% | -77.7% | +109.4% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling