+467.1%
DDOG vs FND
+3.2%
+463.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.5% |
| 7D | -10.1% | -5.2% | -4.9% | -8.3% |
| 30D | -24.8% | -19.9% | -4.9% | -18.1% |
| 3M | -12.6% | +2.7% | -15.3% | -15.1% |
| 6M | +79.9% | -21.7% | +101.6% | +92.7% |
| YTD | +56.6% | -17.5% | +74.1% | +61.9% |
| 1Y | +61.6% | -39.3% | +100.9% | +88.5% |
| 3Y | +117.9% | -49.8% | +167.6% | +153.2% |
| 5Y | +54.2% | -60.1% | +114.3% | +86.9% |
| All | +467.1% | +3.2% | +463.9% | +341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling