+61.6%
DDOG vs FFIV
+25.9%
+35.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.6% |
| 7D | -10.1% | -1.0% | -9.2% | -9.6% |
| 30D | -24.8% | -5.1% | -19.7% | -22.8% |
| 3M | -12.6% | -4.5% | -8.1% | -10.8% |
| 6M | +79.9% | +36.5% | +43.5% | +52.3% |
| YTD | +56.6% | +53.0% | +3.6% | +27.4% |
| 1Y | +61.6% | +24.2% | +37.4% | +48.7% |
| All | +61.6% | +25.9% | +35.7% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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