+76.7%
DDOG vs FND
-39.5%
+116.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.1% |
| 7D | +2.9% | -6.8% | +9.7% | +3.6% |
| 30D | -31.6% | +8.0% | -39.6% | -32.5% |
| 3M | -27.0% | -18.9% | -8.1% | -25.2% |
| 6M | -10.3% | +4.7% | -15.0% | -11.7% |
| YTD | +35.4% | -21.6% | +57.0% | +38.4% |
| 1Y | -1.0% | -22.0% | +21.0% | +1.2% |
| 3Y | +76.7% | -40.4% | +117.1% | +74.1% |
| All | +76.7% | -39.5% | +116.2% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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