+138.2%
DDOG vs FROG
+22.9%
+115.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | +0.7% |
| 7D | -10.1% | -11.3% | +1.1% | -5.2% |
| 30D | -24.8% | +3.6% | -28.4% | -26.2% |
| 3M | -12.6% | +1.7% | -14.3% | -14.4% |
| 6M | +79.9% | +123.5% | -43.6% | +21.9% |
| YTD | +56.6% | +40.2% | +16.3% | +28.2% |
| 1Y | +61.6% | +81.0% | -19.4% | +14.8% |
| 3Y | +117.9% | +194.8% | -76.9% | +2.2% |
| 5Y | +54.2% | +131.8% | -77.6% | -25.6% |
| All | +138.2% | +22.9% | +115.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling