+490.5%
DDOG vs FLR
+159.9%
+330.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -1.3% |
| 7D | +3.2% | -6.9% | +10.1% | +4.0% |
| 30D | -10.2% | +1.1% | -11.3% | -10.3% |
| 3M | -2.6% | +14.3% | -16.9% | -4.4% |
| 6M | +80.1% | +19.1% | +61.0% | +74.6% |
| YTD | +63.0% | +35.1% | +27.9% | +55.5% |
| 1Y | +59.4% | +29.5% | +29.9% | +52.4% |
| 3Y | +127.0% | +53.0% | +74.0% | +111.9% |
| 5Y | +61.7% | +238.9% | -177.3% | +45.2% |
| All | +490.5% | +159.9% | +330.6% | +518.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling