+19.8%
DDOG vs FOXA
+11.1%
+8.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.8% | -18.2% | -14.6% |
| 7D | -32.2% | +9.9% | -42.1% | -32.6% |
| 30D | -31.7% | +10.0% | -41.7% | -32.3% |
| 3M | -34.5% | +18.4% | -52.9% | -36.1% |
| 6M | +28.7% | +12.2% | +16.5% | +24.0% |
| YTD | +38.8% | -3.8% | +42.6% | +47.5% |
| 1Y | +19.8% | +8.9% | +10.9% | +7.3% |
| All | +19.8% | +11.1% | +8.7% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling