+499.9%
DDOG vs FLR
+166.1%
+333.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.2% | +10.3% | +7.5% |
| 7D | +7.7% | -3.1% | +10.8% | +8.0% |
| 30D | -13.6% | +4.9% | -18.6% | -14.1% |
| 3M | -0.9% | +10.8% | -11.7% | -2.4% |
| 6M | +75.2% | +19.7% | +55.6% | +69.8% |
| YTD | +65.7% | +38.4% | +27.3% | +57.7% |
| 1Y | +60.4% | +34.7% | +25.7% | +52.7% |
| 3Y | +130.7% | +56.7% | +74.0% | +114.8% |
| 5Y | +59.9% | +241.6% | -181.7% | +43.3% |
| All | +499.9% | +166.1% | +333.9% | +527.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling