+61.6%
DDOG vs FLR
+31.2%
+30.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -1.0% |
| 7D | -10.1% | +5.4% | -15.6% | -9.9% |
| 30D | -24.8% | +11.4% | -36.2% | -24.7% |
| 3M | -12.6% | +11.4% | -24.0% | -12.5% |
| 6M | +79.9% | +16.6% | +63.3% | +76.1% |
| YTD | +56.6% | +41.7% | +14.9% | +49.9% |
| 1Y | +61.6% | +35.4% | +26.2% | +44.9% |
| All | +61.6% | +31.2% | +30.4% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling