+48.8%
DDOG vs FRSH
-72.5%
+121.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.9% | -6.6% | +10.5% | +7.6% |
| 30D | -8.2% | +2.1% | -10.3% | -9.5% |
| 3M | -5.6% | +29.0% | -34.5% | -18.3% |
| 6M | +73.5% | +48.6% | +24.9% | +39.9% |
| YTD | +62.7% | -2.9% | +65.6% | +62.0% |
| 1Y | +59.0% | -7.9% | +66.9% | +61.4% |
| 3Y | +117.1% | -46.5% | +163.6% | +175.0% |
| All | +48.8% | -72.5% | +121.3% | +87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling