+19.8%
DDOG vs FLR
+2.5%
+17.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.8% | -13.6% | -14.5% |
| 7D | -32.2% | +1.4% | -33.6% | -32.2% |
| 30D | -31.7% | -5.9% | -25.8% | -32.4% |
| 3M | -34.5% | -7.6% | -26.9% | -35.6% |
| 6M | +28.7% | -9.3% | +37.9% | +26.4% |
| YTD | +38.8% | +20.1% | +18.6% | +40.9% |
| 1Y | +19.8% | +3.0% | +16.8% | +13.1% |
| All | +19.8% | +2.5% | +17.3% | +13.1% |
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