+467.1%
DDOG vs FOXA
+120.3%
+346.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.1% |
| 7D | -10.1% | -4.0% | -6.2% | -9.4% |
| 30D | -24.8% | +12.0% | -36.8% | -27.0% |
| 3M | -12.6% | +0.3% | -12.8% | -13.6% |
| 6M | +79.9% | +12.5% | +67.5% | +72.8% |
| YTD | +56.6% | -9.6% | +66.2% | +58.3% |
| 1Y | +61.6% | +8.6% | +53.0% | +56.0% |
| 3Y | +117.9% | +118.5% | -0.7% | +80.4% |
| 5Y | +54.2% | +88.8% | -34.5% | +30.7% |
| All | +467.1% | +120.3% | +346.7% | +343.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling