+61.9%
DDOG vs FLR
+33.7%
+28.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.2% | +10.3% | +7.0% |
| 7D | +7.7% | -3.1% | +10.8% | +7.5% |
| 30D | -13.6% | +4.9% | -18.6% | -13.4% |
| 3M | -0.9% | +10.8% | -11.7% | -0.9% |
| 6M | +75.2% | +19.7% | +55.6% | +69.9% |
| YTD | +65.7% | +38.4% | +27.3% | +58.1% |
| All | +61.9% | +33.7% | +28.2% | +42.1% |
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