+119.5%
DDOG vs FN
+80.0%
+39.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -14.2% | +6.8% | -5.5% |
| 7D | -34.3% | -16.0% | -18.3% | -32.7% |
| 30D | -37.2% | -40.1% | +2.9% | -33.3% |
| 3M | -38.3% | -43.9% | +5.6% | -34.6% |
| 6M | +19.8% | -55.6% | +75.4% | +28.8% |
| YTD | +28.4% | -35.7% | +64.0% | +24.6% |
| 1Y | +12.7% | -39.8% | +52.5% | +10.2% |
| All | +119.5% | +80.0% | +39.5% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling