+375.1%
DDOG vs FTV
+58.7%
+316.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | -19.1% | +1.4% | -20.5% | -19.8% |
| 30D | -39.2% | +18.3% | -57.5% | -44.5% |
| 3M | -31.6% | +9.8% | -41.4% | -35.1% |
| 6M | -10.9% | +12.3% | -23.2% | -17.5% |
| YTD | +31.2% | +23.1% | +8.1% | +14.3% |
| 1Y | -10.7% | +32.5% | -43.2% | -25.6% |
| 3Y | +72.1% | +38.3% | +33.8% | +39.1% |
| 5Y | -5.5% | +16.8% | -22.4% | -19.9% |
| All | +375.1% | +58.7% | +316.4% | +254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling