+39.4%
DDOG vs FRMI
-79.6%
+119.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.2% | -0.9% |
| 7D | -10.1% | +2.4% | -12.5% | -10.2% |
| 30D | -24.8% | -17.3% | -7.5% | -24.7% |
| 3M | -12.6% | -17.2% | +4.6% | -12.8% |
| 6M | +79.9% | -43.4% | +123.3% | +81.9% |
| YTD | +56.6% | -36.0% | +92.6% | +56.9% |
| All | +39.4% | -79.6% | +119.1% | +37.7% |
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