+61.6%
DDOG vs FTV
+21.5%
+40.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | -10.1% | -4.6% | -5.5% | -9.3% |
| 30D | -24.8% | -7.2% | -17.6% | -23.8% |
| 3M | -12.6% | -7.3% | -5.3% | -11.9% |
| 6M | +79.9% | -1.6% | +81.6% | +77.4% |
| YTD | +56.6% | +3.3% | +53.2% | +54.5% |
| 1Y | +61.6% | +20.2% | +41.4% | +42.5% |
| All | +61.6% | +21.5% | +40.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling