+390.4%
DDOG vs FTV
+59.2%
+331.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +2.9% | +3.9% | -1.0% | +0.8% |
| 30D | -31.6% | +18.7% | -50.3% | -37.8% |
| 3M | -27.0% | +10.0% | -37.0% | -30.8% |
| 6M | -10.3% | +14.6% | -24.9% | -17.8% |
| YTD | +35.4% | +23.4% | +12.0% | +17.9% |
| 1Y | -1.0% | +31.3% | -32.3% | -17.0% |
| 3Y | +76.7% | +39.8% | +36.9% | +41.9% |
| 5Y | -4.6% | +17.7% | -22.3% | -19.4% |
| All | +390.4% | +59.2% | +331.2% | +265.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling