-3.4%
DDOG vs FDX
+50.3%
-53.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | -0.2% |
| 7D | +5.6% | +0.8% | +4.9% | +5.9% |
| 30D | -34.9% | +9.9% | -44.8% | -33.4% |
| 3M | -23.4% | -1.9% | -21.5% | -23.1% |
| 6M | -7.7% | +6.1% | -13.8% | -4.8% |
| YTD | +35.6% | +38.8% | -3.2% | +30.0% |
| 1Y | -3.4% | +50.0% | -53.4% | -9.4% |
| All | -3.4% | +50.3% | -53.7% | -9.4% |
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