+41.4%
DDOG vs FRSH
-72.0%
+113.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.9% | +3.7% | +1.4% |
| 7D | -6.1% | -10.1% | +4.0% | -0.7% |
| 30D | -10.1% | +2.2% | -12.3% | -11.3% |
| 3M | -9.3% | +28.6% | -37.8% | -21.3% |
| 6M | +67.2% | +40.2% | +27.0% | +38.9% |
| YTD | +54.6% | -1.2% | +55.8% | +52.6% |
| 1Y | +54.1% | -7.9% | +62.0% | +56.5% |
| 3Y | +115.3% | -44.7% | +160.0% | +168.1% |
| All | +41.4% | -72.0% | +113.4% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling