+50.6%
DDOG vs FROG
+125.4%
-74.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.8% |
| 7D | -6.1% | -5.5% | -0.6% | -3.5% |
| 30D | -10.1% | -3.1% | -7.0% | -9.1% |
| 3M | -9.3% | +1.2% | -10.5% | -11.2% |
| 6M | +67.2% | +113.7% | -46.5% | +12.5% |
| YTD | +54.6% | +38.9% | +15.7% | +25.2% |
| 1Y | +54.1% | +72.0% | -17.9% | +9.2% |
| 3Y | +115.3% | +217.1% | -101.8% | -15.3% |
| 5Y | +50.6% | +130.6% | -80.0% | -32.2% |
| All | +50.6% | +125.4% | -74.8% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling