+55.0%
DDOG vs FLUT
-50.4%
+105.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.1% |
| 7D | -10.1% | -1.6% | -8.5% | -9.8% |
| 30D | -24.8% | +7.7% | -32.6% | -27.3% |
| 3M | -12.6% | -0.7% | -11.9% | -13.9% |
| 6M | +79.9% | -11.2% | +91.1% | +83.9% |
| YTD | +56.6% | -53.4% | +110.0% | +96.5% |
| 1Y | +61.6% | -65.8% | +127.3% | +123.3% |
| 3Y | +117.9% | -44.9% | +162.8% | +149.7% |
| All | +55.0% | -50.4% | +105.4% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling