+467.1%
DDOG vs FIVN
-40.4%
+507.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | +0.4% |
| 7D | -10.1% | -2.3% | -7.9% | -9.0% |
| 30D | -24.8% | +12.4% | -37.2% | -29.8% |
| 3M | -12.6% | +36.0% | -48.6% | -27.5% |
| 6M | +79.9% | +86.0% | -6.0% | +23.2% |
| YTD | +56.6% | +65.9% | -9.4% | +13.0% |
| 1Y | +61.6% | +26.5% | +35.1% | +32.4% |
| 3Y | +117.9% | -54.2% | +172.1% | +185.0% |
| 5Y | +54.2% | -80.5% | +134.7% | +229.6% |
| All | +467.1% | -40.4% | +507.5% | +372.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 all: compounded portfolio wealth divided by compounded FIVN 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…
all analysis · Full analysis span regression · 6 months rolling