+467.1%
DDOG vs FLR
+172.5%
+294.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.6% |
| 7D | -10.1% | +5.4% | -15.6% | -10.7% |
| 30D | -24.8% | +11.4% | -36.2% | -25.8% |
| 3M | -12.6% | +11.4% | -24.0% | -14.0% |
| 6M | +79.9% | +16.6% | +63.3% | +74.9% |
| YTD | +56.6% | +41.7% | +14.9% | +48.7% |
| 1Y | +61.6% | +35.4% | +26.2% | +53.8% |
| 3Y | +117.9% | +57.3% | +60.6% | +102.7% |
| 5Y | +54.2% | +241.0% | -186.8% | +38.0% |
| All | +467.1% | +172.5% | +294.5% | +491.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling