+391.2%
DDOG vs FTI
+272.0%
+119.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.2% |
| 7D | +5.6% | +5.4% | +0.2% | +4.8% |
| 30D | -34.9% | -8.2% | -26.7% | -34.0% |
| 3M | -23.4% | -13.7% | -9.7% | -21.7% |
| 6M | -7.7% | -11.2% | +3.4% | -6.3% |
| YTD | +35.6% | +46.0% | -10.4% | +26.9% |
| 1Y | -3.4% | +51.8% | -55.2% | -10.2% |
| 3Y | +78.0% | +206.7% | -128.8% | +48.3% |
| 5Y | -4.4% | +862.0% | -866.5% | -31.6% |
| All | +391.2% | +272.0% | +119.2% | +205.8% |
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