+499.9%
DDOG vs FLUT
+5.8%
+494.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.4% | +8.5% | +7.5% |
| 7D | +7.7% | -2.6% | +10.3% | +8.3% |
| 30D | -13.6% | +5.4% | -19.0% | -15.3% |
| 3M | -0.9% | -10.8% | +9.9% | +0.9% |
| 6M | +75.2% | -9.2% | +84.4% | +77.4% |
| YTD | +65.7% | -53.8% | +119.5% | +96.9% |
| 1Y | +60.4% | -66.0% | +126.4% | +104.6% |
| 3Y | +130.7% | -44.7% | +175.3% | +157.9% |
| 5Y | +59.9% | -50.6% | +110.5% | +66.9% |
| All | +499.9% | +5.8% | +494.1% | +615.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling