+54.1%
DDOG vs FIVE
+65.4%
-11.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.2% |
| 7D | -6.1% | +3.7% | -9.7% | -5.8% |
| 30D | -10.1% | +4.0% | -14.1% | -9.9% |
| 3M | -9.3% | +36.2% | -45.5% | -8.6% |
| 6M | +67.2% | +18.0% | +49.2% | +66.3% |
| YTD | +54.6% | +34.9% | +19.7% | +52.9% |
| 1Y | +54.1% | +67.9% | -13.8% | +50.2% |
| All | +54.1% | +65.4% | -11.3% | +50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling