+60.4%
DDOG vs FDX
+73.2%
-12.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.6% | +8.7% | +7.0% |
| 7D | +7.7% | -2.3% | +10.0% | +7.5% |
| 30D | -13.6% | -4.9% | -8.7% | -14.0% |
| 3M | -0.9% | -6.5% | +5.5% | -1.2% |
| 6M | +75.2% | +6.7% | +68.6% | +75.3% |
| YTD | +65.7% | +33.9% | +31.8% | +57.2% |
| 1Y | +60.4% | +72.2% | -11.8% | +38.5% |
| All | +60.4% | +73.2% | -12.8% | +38.5% |
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