+61.7%
DDOG vs FOXA
+90.4%
-28.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.6% | -2.3% |
| 7D | +3.2% | -3.7% | +7.0% | +4.5% |
| 30D | -10.2% | +5.4% | -15.5% | -12.2% |
| 3M | -2.6% | -3.7% | +1.1% | -2.8% |
| 6M | +80.1% | +12.6% | +67.6% | +67.2% |
| YTD | +63.0% | -10.0% | +73.0% | +66.7% |
| 1Y | +59.4% | +15.0% | +44.3% | +45.6% |
| 3Y | +127.0% | +115.1% | +11.9% | +53.4% |
| 5Y | +61.7% | +93.0% | -31.4% | +19.8% |
| All | +61.7% | +90.4% | -28.8% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling