+148.1%
DDOG vs FROG
+24.4%
+123.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.3% |
| 7D | +3.2% | -2.2% | +5.4% | +4.3% |
| 30D | -10.2% | +3.0% | -13.1% | -11.6% |
| 3M | -2.6% | +10.3% | -12.9% | -8.1% |
| 6M | +80.1% | +116.7% | -36.6% | +23.7% |
| YTD | +63.0% | +41.9% | +21.1% | +32.7% |
| 1Y | +59.4% | +78.5% | -19.2% | +14.0% |
| 3Y | +127.0% | +224.1% | -97.1% | +0.6% |
| 5Y | +61.7% | +142.4% | -80.7% | -23.2% |
| All | +148.1% | +24.4% | +123.7% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FROG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling