+117.3%
DDOG vs FN
+158.4%
-41.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.2% |
| 7D | -10.1% | -1.7% | -8.5% | -10.0% |
| 30D | -24.8% | -22.0% | -2.8% | -23.2% |
| 3M | -12.6% | -43.0% | +30.4% | -7.7% |
| 6M | +79.9% | -27.7% | +107.7% | +78.5% |
| YTD | +56.6% | -10.5% | +67.1% | +45.7% |
| 1Y | +61.6% | +12.5% | +49.1% | +39.8% |
| All | +117.3% | +158.4% | -41.1% | +12.3% |
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