+97.0%
DDOG vs FPS
+24.3%
+72.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.3% | -1.3% |
| 7D | -6.1% | +10.4% | -16.5% | -6.1% |
| 30D | -10.1% | -16.5% | +6.4% | -10.4% |
| 3M | -9.3% | -45.5% | +36.3% | -11.5% |
| 6M | +67.2% | +2.1% | +65.1% | +73.4% |
| All | +97.0% | +24.3% | +72.7% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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