+49.1%
DDOG vs FRSH
-72.6%
+121.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | +3.2% | -11.2% | +14.4% | +9.7% |
| 30D | -10.2% | -0.8% | -9.3% | -10.0% |
| 3M | -2.6% | +26.4% | -29.0% | -14.8% |
| 6M | +80.1% | +48.4% | +31.8% | +45.4% |
| YTD | +63.0% | -3.1% | +66.1% | +62.5% |
| 1Y | +59.4% | -8.7% | +68.1% | +62.5% |
| 3Y | +127.0% | -45.8% | +172.8% | +185.5% |
| All | +49.1% | -72.6% | +121.7% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling