+376.8%
DDOG vs FIVE
+87.6%
+289.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -23.9% | -0.3% | -23.6% | -24.1% |
| 30D | -34.0% | +17.7% | -51.7% | -37.8% |
| 3M | -21.9% | +4.0% | -25.9% | -24.0% |
| 6M | +24.6% | +2.6% | +22.0% | +20.0% |
| YTD | +31.7% | +27.6% | +4.1% | +16.2% |
| 1Y | -6.2% | +59.9% | -66.1% | -24.1% |
| 3Y | +125.1% | +35.8% | +89.3% | +77.3% |
| 5Y | -3.5% | +14.4% | -17.9% | -21.5% |
| All | +376.8% | +87.6% | +289.2% | +190.8% |
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