+45.2%
DDOG vs FRMI
-78.6%
+123.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | -1.5% |
| 7D | +3.2% | +10.9% | -7.7% | +3.1% |
| 30D | -10.2% | -24.3% | +14.1% | -9.9% |
| 3M | -2.6% | -21.8% | +19.2% | -2.5% |
| 6M | +80.1% | -33.0% | +113.2% | +80.7% |
| YTD | +63.0% | -32.6% | +95.7% | +63.2% |
| All | +45.2% | -78.6% | +123.8% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling