+115.3%
DDOG vs FDX
+62.0%
+53.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.7% |
| 7D | -6.1% | -3.3% | -2.8% | -5.4% |
| 30D | -10.1% | -1.4% | -8.7% | -9.8% |
| 3M | -9.3% | -4.5% | -4.7% | -8.6% |
| 6M | +67.2% | +9.4% | +57.8% | +61.7% |
| YTD | +54.6% | +36.0% | +18.6% | +39.1% |
| 1Y | +54.1% | +75.5% | -21.4% | +27.4% |
| 3Y | +115.3% | +62.8% | +52.5% | +74.1% |
| All | +115.3% | +62.0% | +53.2% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling