-10.1%
DDOG vs FDX
+53.6%
-63.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.1% | +1.2% |
| 7D | -16.9% | +0.2% | -17.1% | -16.6% |
| 30D | -38.8% | +9.3% | -48.1% | -37.4% |
| 3M | -23.2% | +0.5% | -23.7% | -22.5% |
| 6M | -10.3% | +5.3% | -15.6% | -7.6% |
| YTD | +32.1% | +38.6% | -6.5% | +29.0% |
| All | -10.1% | +53.6% | -63.6% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling