+378.3%
DDOG vs FFIV
+128.5%
+249.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -1.0% |
| 7D | -16.9% | -2.1% | -14.8% | -15.7% |
| 30D | -38.8% | -33.8% | -5.0% | -22.8% |
| 3M | -23.2% | -20.6% | -2.6% | -13.3% |
| 6M | -10.3% | -10.2% | 0.0% | -6.5% |
| YTD | +32.1% | +24.5% | +7.6% | +12.8% |
| 1Y | -6.1% | +29.3% | -35.4% | -21.9% |
| 3Y | +79.2% | +103.8% | -24.6% | +9.0% |
| 5Y | -8.6% | +40.9% | -49.5% | -34.1% |
| All | +378.3% | +128.5% | +249.8% | +167.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling