+375.1%
DDOG vs FIS
-75.1%
+450.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -19.1% | -27.4% | +8.3% | -7.8% |
| 30D | -39.2% | -16.8% | -22.3% | -35.2% |
| 3M | -31.6% | -32.6% | +1.0% | -20.5% |
| 6M | -10.9% | -33.4% | +22.5% | +3.6% |
| YTD | +31.2% | -56.0% | +87.2% | +82.1% |
| 1Y | -10.7% | -55.1% | +44.4% | +22.8% |
| 3Y | +72.1% | -41.4% | +113.5% | +102.6% |
| 5Y | -5.5% | -72.7% | +67.1% | +56.1% |
| All | +375.1% | -75.1% | +450.2% | +584.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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