+489.1%
DDOG vs FOXA
+122.1%
+367.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | +3.9% | +0.8% | +3.1% | +3.7% |
| 30D | -8.2% | +5.0% | -13.2% | -9.4% |
| 3M | -5.6% | -3.0% | -2.5% | -5.9% |
| 6M | +73.5% | +14.8% | +58.7% | +65.7% |
| YTD | +62.7% | -8.9% | +71.6% | +64.1% |
| 1Y | +59.0% | +13.3% | +45.6% | +52.1% |
| 3Y | +117.1% | +115.4% | +1.7% | +80.2% |
| 5Y | +61.3% | +95.3% | -34.0% | +36.2% |
| All | +489.1% | +122.1% | +367.0% | +359.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling