+39.9%
DDOG vs FLNC
-69.8%
+109.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -8.3% | +15.5% | +8.9% |
| 7D | +7.7% | -4.2% | +11.8% | +8.3% |
| 30D | -13.6% | -20.0% | +6.4% | -9.9% |
| 3M | -0.9% | -56.9% | +56.0% | +15.8% |
| 6M | +75.2% | -35.5% | +110.8% | +80.9% |
| YTD | +65.7% | -48.8% | +114.5% | +74.2% |
| 1Y | +60.4% | +49.3% | +11.1% | +26.4% |
| 3Y | +130.7% | -61.8% | +192.5% | +108.4% |
| All | +39.9% | -69.8% | +109.7% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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