+499.9%
DDOG vs FIS
-66.9%
+566.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.4% | +10.6% | +8.6% |
| 7D | +7.7% | -9.1% | +16.7% | +12.0% |
| 30D | -13.6% | -10.4% | -3.2% | -9.7% |
| 3M | -0.9% | -3.7% | +2.8% | -0.2% |
| 6M | +75.2% | -24.8% | +100.0% | +96.6% |
| YTD | +65.7% | -41.6% | +107.2% | +107.0% |
| 1Y | +60.4% | -42.7% | +103.1% | +101.6% |
| 3Y | +130.7% | -26.2% | +156.9% | +149.9% |
| 5Y | +59.9% | -66.1% | +126.0% | +144.4% |
| All | +499.9% | -66.9% | +566.9% | +677.6% |
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