-3.1%
DDOG vs FLR
+127.2%
-130.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.3% |
| 7D | -2.3% | +6.3% | -8.6% | -3.7% |
| 30D | -35.8% | +1.8% | -37.7% | -36.1% |
| 3M | -25.3% | -4.4% | -20.9% | -24.8% |
| 6M | -8.9% | +15.9% | -24.7% | -13.8% |
| YTD | +35.6% | +27.7% | +7.9% | +21.2% |
| 1Y | -6.8% | +11.6% | -18.4% | -13.3% |
| 3Y | +77.9% | +39.9% | +38.0% | +44.1% |
| 5Y | -3.1% | +127.5% | -130.6% | -32.0% |
| All | -3.1% | +127.2% | -130.3% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling