+467.1%
DDOG vs FTI
+357.5%
+109.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -10.1% | +5.3% | -15.4% | -10.8% |
| 30D | -24.8% | +15.3% | -40.1% | -26.3% |
| 3M | -12.6% | +15.8% | -28.4% | -14.6% |
| 6M | +79.9% | +22.6% | +57.4% | +73.5% |
| YTD | +56.6% | +79.5% | -23.0% | +42.1% |
| 1Y | +61.6% | +102.0% | -40.4% | +43.7% |
| 3Y | +117.9% | +315.8% | -197.9% | +73.5% |
| 5Y | +54.2% | +1,129.5% | -1,075.3% | +6.5% |
| All | +467.1% | +357.5% | +109.6% | +242.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling