+391.2%
DDOG vs FLR
+140.3%
+250.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | +5.6% | +10.1% | -4.4% | +4.5% |
| 30D | -34.9% | -0.5% | -34.4% | -34.8% |
| 3M | -23.4% | -4.8% | -18.6% | -23.1% |
| 6M | -7.7% | +10.7% | -18.5% | -9.3% |
| YTD | +35.6% | +25.0% | +10.7% | +30.4% |
| 1Y | -3.4% | +8.3% | -11.7% | -5.6% |
| 3Y | +78.0% | +36.8% | +41.1% | +67.9% |
| 5Y | -4.4% | +121.8% | -126.2% | -12.7% |
| All | +391.2% | +140.3% | +250.9% | +418.8% |
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 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