+499.9%
DDOG vs FWONK
+139.3%
+360.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.2% | +6.2% |
| 7D | +7.7% | -0.6% | +8.3% | +8.0% |
| 30D | -13.6% | -5.8% | -7.8% | -11.2% |
| 3M | -0.9% | +10.0% | -10.9% | -6.3% |
| 6M | +75.2% | +14.7% | +60.6% | +62.8% |
| YTD | +65.7% | -1.7% | +67.4% | +65.1% |
| 1Y | +60.4% | -4.6% | +65.0% | +62.0% |
| 3Y | +130.7% | +46.7% | +84.0% | +85.1% |
| 5Y | +59.9% | +99.4% | -39.5% | +14.3% |
| All | +499.9% | +139.3% | +360.6% | +253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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