+101.0%
DDOG vs FROG
+51.8%
+49.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.1% | -6.8% | -2.8% |
| 7D | -16.9% | +27.1% | -44.0% | -27.5% |
| 30D | -38.8% | +5.8% | -44.6% | -41.8% |
| 3M | -23.2% | +20.8% | -44.1% | -31.8% |
| 6M | -10.3% | +53.3% | -63.6% | -29.2% |
| YTD | +32.1% | +73.2% | -41.1% | -4.6% |
| 1Y | -6.1% | +80.3% | -86.4% | -33.7% |
| 3Y | +79.2% | +318.3% | -239.1% | -30.6% |
| 5Y | -8.6% | +179.9% | -188.5% | -60.6% |
| All | +101.0% | +51.8% | +49.2% | -1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling