+19.8%
DDOG vs FRSH
+21.1%
-1.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -6.3% | -8.1% | -10.5% |
| 7D | -32.2% | -13.8% | -18.4% | -25.4% |
| 30D | -31.7% | +0.3% | -32.0% | -31.4% |
| 3M | -34.5% | +10.1% | -44.6% | -38.1% |
| 6M | +28.7% | +47.7% | -19.0% | +1.4% |
| YTD | +38.8% | +8.2% | +30.5% | +17.1% |
| 1Y | +19.8% | +21.4% | -1.6% | +9.1% |
| All | +19.8% | +21.1% | -1.3% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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