+467.1%
DDOG vs FITB
+154.9%
+312.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -10.1% | +0.6% | -10.8% | -10.3% |
| 30D | -24.8% | -4.7% | -20.1% | -23.8% |
| 3M | -12.6% | +6.7% | -19.3% | -14.2% |
| 6M | +79.9% | +12.6% | +67.4% | +72.9% |
| YTD | +56.6% | +19.1% | +37.5% | +48.0% |
| 1Y | +61.6% | +22.6% | +38.9% | +51.2% |
| 3Y | +117.9% | +127.1% | -9.2% | +71.9% |
| 5Y | +54.2% | +71.8% | -17.6% | +30.7% |
| All | +467.1% | +154.9% | +312.2% | +322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling