+121.1%
DDOG vs FOXA
+110.7%
+10.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.1% | +9.3% | +7.6% |
| 7D | +7.7% | -5.4% | +13.1% | +9.0% |
| 30D | -13.6% | +1.1% | -14.8% | -14.1% |
| 3M | -0.9% | -6.1% | +5.2% | -0.2% |
| 6M | +75.2% | +8.2% | +67.0% | +68.0% |
| YTD | +65.7% | -11.8% | +77.4% | +69.5% |
| 1Y | +60.4% | +9.9% | +50.5% | +52.6% |
| All | +121.1% | +110.7% | +10.4% | +91.0% |
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