+19.8%
DDOG vs FRMI
-93.1%
+112.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -10.6% | -3.9% | -13.9% |
| 7D | -32.2% | -39.7% | +7.5% | -30.8% |
| 30D | -31.7% | -55.2% | +23.4% | -29.9% |
| 3M | -34.5% | -71.2% | +36.7% | -32.3% |
| 6M | +28.7% | -64.1% | +92.8% | +29.4% |
| YTD | +38.8% | -77.2% | +116.0% | +42.9% |
| 1Y | +19.8% | -93.2% | +113.0% | +38.1% |
| All | +19.8% | -93.1% | +112.9% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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