+44.9%
DDOG vs FRMI
-78.1%
+123.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.3% | -0.3% |
| 7D | +3.9% | +7.4% | -3.5% | +3.8% |
| 30D | -8.2% | -27.6% | +19.5% | -7.8% |
| 3M | -5.6% | -20.9% | +15.3% | -5.5% |
| 6M | +73.5% | -36.6% | +110.1% | +74.8% |
| YTD | +62.7% | -31.3% | +93.9% | +62.8% |
| All | +44.9% | -78.1% | +123.0% | +42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling