-3.4%
DDOG vs FN
-21.9%
+18.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.2% | +0.2% |
| 7D | +5.6% | +20.8% | -15.1% | +4.7% |
| 30D | -34.9% | -17.3% | -17.6% | -35.5% |
| 3M | -23.4% | -38.1% | +14.7% | -25.3% |
| 6M | -7.7% | -44.2% | +36.5% | -10.3% |
| YTD | +35.6% | -22.3% | +57.9% | +22.8% |
| 1Y | -3.4% | -20.9% | +17.6% | -14.8% |
| All | -3.4% | -21.9% | +18.5% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling