+54.1%
DDOG vs FFIV
+23.1%
+31.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.1% |
| 7D | -6.1% | -1.5% | -4.5% | -5.2% |
| 30D | -10.1% | -2.7% | -7.5% | -8.8% |
| 3M | -9.3% | -1.7% | -7.6% | -8.9% |
| 6M | +67.2% | +36.1% | +31.1% | +41.7% |
| YTD | +54.6% | +52.6% | +2.0% | +26.0% |
| 1Y | +54.1% | +21.5% | +32.6% | +43.6% |
| All | +54.1% | +23.1% | +31.0% | +43.6% |
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