+391.2%
DDOG vs FTV
+59.0%
+332.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +5.6% | +3.7% | +1.9% | +3.7% |
| 30D | -34.9% | +16.8% | -51.7% | -40.2% |
| 3M | -23.4% | +10.4% | -33.8% | -27.6% |
| 6M | -7.7% | +12.8% | -20.6% | -14.8% |
| YTD | +35.6% | +23.3% | +12.3% | +18.1% |
| 1Y | -3.4% | +31.0% | -34.4% | -18.9% |
| 3Y | +78.0% | +38.6% | +39.4% | +43.7% |
| 5Y | -4.4% | +17.6% | -22.0% | -19.2% |
| All | +391.2% | +59.0% | +332.2% | +265.9% |
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