+60.4%
DDOG vs FROG
+73.1%
-12.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.5% | +6.9% |
| 7D | +7.7% | -4.8% | +12.5% | +9.9% |
| 30D | -13.6% | -0.9% | -12.7% | -13.4% |
| 3M | -0.9% | +7.5% | -8.4% | -4.7% |
| 6M | +75.2% | +107.0% | -31.8% | +31.0% |
| YTD | +65.7% | +39.8% | +25.9% | +37.2% |
| 1Y | +60.4% | +74.8% | -14.4% | +28.4% |
| All | +60.4% | +73.1% | -12.7% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling