+490.5%
DDOG vs FTV
+27.8%
+462.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.8% | -0.4% |
| 7D | +3.2% | -5.2% | +8.4% | +6.1% |
| 30D | -10.2% | -11.5% | +1.4% | -4.2% |
| 3M | -2.6% | -9.0% | +6.4% | +1.6% |
| 6M | +80.1% | -2.0% | +82.2% | +79.4% |
| YTD | +63.0% | -0.9% | +64.0% | +60.0% |
| 1Y | +59.4% | +14.8% | +44.6% | +43.5% |
| 3Y | +127.0% | -5.5% | +132.5% | +126.1% |
| 5Y | +61.7% | -1.9% | +63.5% | +52.5% |
| All | +490.5% | +27.8% | +462.7% | +395.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling