+121.1%
DDOG vs FTI
+274.9%
-153.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.2% |
| 7D | +7.7% | -2.3% | +10.0% | +8.2% |
| 30D | -13.6% | +5.0% | -18.6% | -14.5% |
| 3M | -0.9% | +13.8% | -14.8% | -3.7% |
| 6M | +75.2% | +22.9% | +52.3% | +64.9% |
| YTD | +65.7% | +75.0% | -9.3% | +40.6% |
| 1Y | +60.4% | +96.9% | -36.5% | +31.1% |
| All | +121.1% | +274.9% | -153.8% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling