+50.6%
DDOG vs FITB
+71.1%
-20.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -6.1% | +2.8% | -8.9% | -7.3% |
| 30D | -10.1% | -4.5% | -5.6% | -8.4% |
| 3M | -9.3% | +5.7% | -14.9% | -11.7% |
| 6M | +67.2% | +17.1% | +50.1% | +53.4% |
| YTD | +54.6% | +18.3% | +36.3% | +40.7% |
| 1Y | +54.1% | +23.9% | +30.2% | +36.6% |
| 3Y | +115.3% | +131.1% | -15.8% | +35.3% |
| 5Y | +50.6% | +71.1% | -20.5% | +26.4% |
| All | +50.6% | +71.1% | -20.5% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling