+467.1%
DDOG vs FLUT
+6.6%
+460.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.3% |
| 7D | -10.1% | -1.6% | -8.5% | -9.9% |
| 30D | -24.8% | +7.7% | -32.6% | -26.7% |
| 3M | -12.6% | -0.7% | -11.9% | -13.5% |
| 6M | +79.9% | -11.2% | +91.1% | +83.1% |
| YTD | +56.6% | -53.4% | +110.0% | +85.8% |
| 1Y | +61.6% | -65.8% | +127.3% | +105.8% |
| 3Y | +117.9% | -44.9% | +162.8% | +143.9% |
| 5Y | +54.2% | -49.7% | +103.9% | +60.6% |
| All | +467.1% | +6.6% | +460.4% | +574.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling