+391.2%
DDOG vs FN
+552.2%
-161.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.2% | +1.0% |
| 7D | +5.6% | +20.8% | -15.1% | +0.5% |
| 30D | -34.9% | -17.3% | -17.6% | -32.2% |
| 3M | -23.4% | -38.1% | +14.7% | -15.7% |
| 6M | -7.7% | -44.2% | +36.5% | +1.0% |
| YTD | +35.6% | -22.3% | +57.9% | +26.9% |
| 1Y | -3.4% | -20.9% | +17.6% | -10.8% |
| 3Y | +78.0% | +111.1% | -33.1% | -0.5% |
| 5Y | -4.4% | +191.8% | -196.3% | -56.8% |
| All | +391.2% | +552.2% | -161.0% | +50.8% |
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