+125.1%
DDOG vs FIVE
+34.8%
+90.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -23.9% | -0.3% | -23.6% | -23.9% |
| 30D | -34.0% | +17.7% | -51.7% | -35.6% |
| 3M | -21.9% | +4.0% | -25.9% | -22.8% |
| 6M | +24.6% | +2.6% | +22.0% | +22.7% |
| YTD | +31.7% | +27.6% | +4.1% | +24.0% |
| 1Y | -6.2% | +59.9% | -66.1% | -15.5% |
| 3Y | +125.1% | +35.8% | +89.3% | +81.6% |
| All | +125.1% | +34.8% | +90.2% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling