+390.4%
DDOG vs FIS
-74.0%
+464.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.3% | -1.9% |
| 7D | +2.9% | +2.8% | 0.0% | +1.4% |
| 30D | -31.6% | -16.7% | -14.9% | -27.2% |
| 3M | -27.0% | -32.3% | +5.3% | -15.5% |
| 6M | -10.3% | -29.1% | +18.8% | +1.3% |
| YTD | +35.4% | -54.1% | +89.6% | +84.3% |
| 1Y | -1.0% | -53.7% | +52.7% | +34.1% |
| 3Y | +76.7% | -38.8% | +115.5% | +103.7% |
| 5Y | -4.6% | -71.1% | +66.5% | +53.7% |
| All | +390.4% | -74.0% | +464.5% | +592.2% |
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