+391.0%
DDOG vs FIVE
+95.8%
+295.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.4% | +3.7% |
| 7D | -2.3% | -0.5% | -1.8% | -2.1% |
| 30D | -35.8% | +17.4% | -53.2% | -39.5% |
| 3M | -25.3% | +7.0% | -32.3% | -27.8% |
| 6M | -8.9% | +20.5% | -29.3% | -16.5% |
| YTD | +35.6% | +33.1% | +2.5% | +17.9% |
| 1Y | -6.8% | +67.1% | -73.9% | -25.7% |
| 3Y | +77.9% | +41.9% | +36.0% | +37.8% |
| 5Y | -3.1% | +21.1% | -24.2% | -22.7% |
| All | +391.0% | +95.8% | +295.2% | +195.1% |
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