+390.4%
DDOG vs FDX
+204.0%
+186.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.7% |
| 7D | +2.9% | +5.2% | -2.3% | +1.1% |
| 30D | -31.6% | +11.3% | -42.9% | -34.4% |
| 3M | -27.0% | -4.1% | -22.9% | -26.4% |
| 6M | -10.3% | +9.6% | -19.9% | -14.3% |
| YTD | +35.4% | +40.9% | -5.5% | +15.6% |
| 1Y | -1.0% | +53.0% | -54.0% | -18.2% |
| 3Y | +76.7% | +74.1% | +2.6% | +33.4% |
| 5Y | -4.6% | +75.1% | -79.7% | -30.7% |
| All | +390.4% | +204.0% | +186.4% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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