+378.3%
DDOG vs FDX
+199.1%
+179.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.1% | -0.9% |
| 7D | -16.9% | +0.2% | -17.1% | -17.1% |
| 30D | -38.8% | +9.3% | -48.1% | -40.9% |
| 3M | -23.2% | +0.5% | -23.7% | -23.8% |
| 6M | -10.3% | +5.3% | -15.6% | -13.0% |
| YTD | +32.1% | +38.6% | -6.5% | +13.4% |
| 1Y | -6.1% | +53.5% | -59.6% | -22.8% |
| 3Y | +79.2% | +74.2% | +5.0% | +35.1% |
| 5Y | -8.6% | +75.3% | -83.9% | -33.6% |
| All | +378.3% | +199.1% | +179.3% | +149.8% |
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