-8.6%
DDOG vs FLEX
+479.5%
-488.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.0% | -11.7% | -4.0% |
| 7D | -16.9% | -7.2% | -9.7% | -14.7% |
| 30D | -38.8% | -34.8% | -4.0% | -29.2% |
| 3M | -23.2% | -35.6% | +12.4% | -11.5% |
| 6M | -10.3% | -45.0% | +34.8% | +5.9% |
| YTD | +32.1% | +29.4% | +2.7% | -3.4% |
| 1Y | -6.1% | +24.8% | -30.9% | -30.4% |
| 3Y | +79.2% | +304.4% | -225.2% | -47.5% |
| 5Y | -8.6% | +484.1% | -492.7% | -82.4% |
| All | -8.6% | +479.5% | -488.1% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling