+467.1%
DDOG vs FDX
+201.3%
+265.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -10.1% | -2.5% | -7.6% | -9.3% |
| 30D | -24.8% | +3.8% | -28.6% | -25.8% |
| 3M | -12.6% | -1.3% | -11.3% | -12.7% |
| 6M | +79.9% | +5.0% | +74.9% | +74.0% |
| YTD | +56.6% | +39.6% | +16.9% | +34.9% |
| 1Y | +61.6% | +81.1% | -19.5% | +25.2% |
| 3Y | +117.9% | +63.0% | +54.8% | +69.7% |
| 5Y | +54.2% | +65.6% | -11.4% | +14.4% |
| All | +467.1% | +201.3% | +265.7% | +197.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling