+49.7%
DDOG vs FIS
-40.9%
+90.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.6% | +1.8% |
| 7D | -6.1% | -3.5% | -2.6% | -4.6% |
| 30D | -10.1% | -7.8% | -2.3% | -6.5% |
| 3M | -9.3% | +0.8% | -10.1% | -11.4% |
| 6M | +67.2% | -21.9% | +89.1% | +89.8% |
| YTD | +54.6% | -39.5% | +94.1% | +88.2% |
| All | +49.7% | -40.9% | +90.5% | +85.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling