+490.5%
DDOG vs FTI
+333.1%
+157.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.2% |
| 7D | +3.2% | -5.6% | +8.9% | +4.1% |
| 30D | -10.2% | +0.4% | -10.6% | -10.2% |
| 3M | -2.6% | +8.1% | -10.7% | -3.9% |
| 6M | +80.1% | +16.7% | +63.4% | +75.0% |
| YTD | +63.0% | +70.0% | -6.9% | +49.1% |
| 1Y | +59.4% | +85.4% | -26.1% | +43.6% |
| 3Y | +127.0% | +265.9% | -138.9% | +83.9% |
| 5Y | +61.7% | +1,072.7% | -1,011.1% | +12.4% |
| All | +490.5% | +333.1% | +157.4% | +259.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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