+59.9%
DDOG vs FND
-61.3%
+121.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.9% | +7.4% |
| 7D | +7.7% | -0.8% | +8.4% | +7.9% |
| 30D | -13.6% | -19.6% | +6.0% | -6.3% |
| 3M | -0.9% | -4.3% | +3.4% | -0.8% |
| 6M | +75.2% | -20.4% | +95.7% | +86.4% |
| YTD | +65.7% | -21.9% | +87.5% | +74.9% |
| 1Y | +60.4% | -45.2% | +105.6% | +96.9% |
| 3Y | +130.7% | -49.2% | +179.9% | +159.9% |
| 5Y | +59.9% | -61.8% | +121.7% | +86.3% |
| All | +59.9% | -61.3% | +121.1% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling