+115.3%
DDOG vs FLR
+60.4%
+54.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -6.1% | +0.7% | -6.7% | -6.2% |
| 30D | -10.1% | -0.7% | -9.5% | -10.3% |
| 3M | -9.3% | +14.3% | -23.6% | -12.4% |
| 6M | +67.2% | +25.6% | +41.6% | +54.2% |
| YTD | +54.6% | +42.9% | +11.7% | +36.8% |
| 1Y | +54.1% | +38.7% | +15.3% | +35.9% |
| 3Y | +115.3% | +61.8% | +53.5% | +73.8% |
| All | +115.3% | +60.4% | +54.9% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling