+120.2%
DDOG vs FLUT
-41.5%
+161.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.3% |
| 7D | -10.1% | -1.6% | -8.5% | -9.8% |
| 30D | -24.8% | +7.7% | -32.6% | -26.9% |
| 3M | -12.6% | -0.7% | -11.9% | -13.7% |
| 6M | +79.9% | -11.2% | +91.1% | +83.3% |
| YTD | +56.6% | -53.4% | +110.0% | +87.7% |
| 1Y | +61.6% | -65.8% | +127.3% | +109.2% |
| All | +120.2% | -41.5% | +161.8% | +159.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling