+115.3%
DDOG vs FND
-49.6%
+164.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.5% |
| 7D | -6.1% | +0.4% | -6.5% | -6.2% |
| 30D | -10.1% | -23.6% | +13.4% | -6.4% |
| 3M | -9.3% | +4.3% | -13.6% | -10.4% |
| 6M | +67.2% | -20.3% | +87.5% | +72.3% |
| YTD | +54.6% | -21.3% | +75.9% | +58.9% |
| 1Y | +54.1% | -45.4% | +99.5% | +71.8% |
| 3Y | +115.3% | -48.9% | +164.1% | +118.6% |
| All | +115.3% | -49.6% | +164.8% | +118.6% |
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