+76.7%
DDOG vs FOXA
+136.9%
-60.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.9% |
| 7D | +2.9% | +2.7% | +0.2% | +2.3% |
| 30D | -31.6% | +10.0% | -41.6% | -33.2% |
| 3M | -27.0% | +5.0% | -32.0% | -28.2% |
| 6M | -10.3% | +3.4% | -13.7% | -12.1% |
| YTD | +35.4% | -5.5% | +40.9% | +36.4% |
| 1Y | -1.0% | +5.5% | -6.5% | -4.0% |
| 3Y | +76.7% | +139.3% | -62.6% | +47.1% |
| All | +76.7% | +136.9% | -60.2% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling