+120.2%
DDOG vs FLEX
+446.9%
-326.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | -10.1% | -0.9% | -9.3% | -10.0% |
| 30D | -24.8% | -10.1% | -14.7% | -23.5% |
| 3M | -12.6% | -31.3% | +18.8% | -7.4% |
| 6M | +79.9% | +71.3% | +8.7% | +45.9% |
| YTD | +56.6% | +81.2% | -24.7% | +23.4% |
| 1Y | +61.6% | +98.5% | -36.9% | +21.4% |
| All | +120.2% | +446.9% | -326.7% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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