+120.2%
DDOG vs FFIV
+140.3%
-20.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -22.7% |
| 3M | -12.6% | -4.5% | -8.1% | -10.7% |
| 6M | +79.9% | +36.5% | +43.5% | +50.6% |
| YTD | +56.6% | +53.0% | +3.6% | +23.4% |
| 1Y | +61.6% | +24.2% | +37.4% | +42.2% |
| All | +120.2% | +140.3% | -20.0% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling