+19.8%
DDOG vs FITB
+36.9%
-17.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.5% | -15.9% | -14.2% |
| 7D | -32.2% | +2.3% | -34.6% | -32.0% |
| 30D | -31.7% | +7.7% | -39.4% | -31.1% |
| 3M | -34.5% | -4.5% | -30.0% | -34.8% |
| 6M | +28.7% | +12.5% | +16.2% | +31.5% |
| YTD | +38.8% | +19.8% | +19.0% | +42.0% |
| 1Y | +19.8% | +34.1% | -14.3% | +19.1% |
| All | +19.8% | +36.9% | -17.1% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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