+378.3%
DDOG vs FN
+574.5%
-196.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.9% | -11.5% | -2.6% |
| 7D | -16.9% | +16.3% | -33.2% | -20.2% |
| 30D | -38.8% | -24.7% | -14.0% | -34.9% |
| 3M | -23.2% | -34.9% | +11.7% | -16.8% |
| 6M | -10.3% | -41.1% | +30.8% | -3.1% |
| YTD | +32.1% | -19.6% | +51.7% | +22.7% |
| 1Y | -6.1% | -18.5% | +12.4% | -13.8% |
| 3Y | +79.2% | +119.1% | -39.9% | -0.7% |
| 5Y | -8.6% | +206.9% | -215.6% | -59.2% |
| All | +378.3% | +574.5% | -196.2% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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