+152.0%
DDOG vs FROG
+22.5%
+129.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.5% | +6.8% |
| 7D | +7.7% | -4.8% | +12.5% | +10.1% |
| 30D | -13.6% | -0.9% | -12.7% | -13.5% |
| 3M | -0.9% | +7.5% | -8.4% | -5.4% |
| 6M | +75.2% | +107.0% | -31.8% | +22.9% |
| YTD | +65.7% | +39.8% | +25.9% | +35.8% |
| 1Y | +60.4% | +74.8% | -14.4% | +15.9% |
| 3Y | +130.7% | +219.3% | -88.6% | +3.0% |
| 5Y | +59.9% | +133.0% | -73.1% | -22.9% |
| All | +152.0% | +22.5% | +129.5% | +40.1% |
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