+378.3%
DDOG vs FIVE
+98.1%
+280.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | -1.5% |
| 7D | -16.9% | +6.2% | -23.1% | -18.9% |
| 30D | -38.8% | +18.2% | -56.9% | -42.4% |
| 3M | -23.2% | +3.8% | -27.1% | -25.1% |
| 6M | -10.3% | +13.7% | -24.0% | -16.2% |
| YTD | +32.1% | +34.7% | -2.6% | +14.4% |
| 1Y | -6.1% | +66.6% | -72.7% | -25.0% |
| 3Y | +79.2% | +44.3% | +34.9% | +38.0% |
| 5Y | -8.6% | +18.8% | -27.4% | -26.7% |
| All | +378.3% | +98.1% | +280.2% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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