+365.0%
DDOG vs FN
+440.0%
-75.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -14.2% | +6.8% | -4.0% |
| 7D | -34.3% | -16.0% | -18.3% | -31.4% |
| 30D | -37.2% | -40.1% | +2.9% | -29.3% |
| 3M | -38.3% | -43.9% | +5.6% | -30.6% |
| 6M | +19.8% | -55.6% | +75.4% | +38.4% |
| YTD | +28.4% | -35.7% | +64.0% | +26.3% |
| 1Y | +12.7% | -39.8% | +52.5% | +12.0% |
| 3Y | +112.8% | +80.3% | +32.6% | +23.9% |
| 5Y | -5.9% | +143.3% | -149.2% | -55.4% |
| All | +365.0% | +440.0% | -75.1% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling