+125.1%
DDOG vs FIS
-39.8%
+164.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.8% | +3.3% |
| 7D | -23.9% | -25.5% | +1.6% | -16.6% |
| 30D | -34.0% | -15.1% | -19.0% | -30.9% |
| 3M | -21.9% | -32.1% | +10.2% | -12.0% |
| 6M | +24.6% | -36.1% | +60.6% | +42.6% |
| YTD | +31.7% | -55.4% | +87.0% | +64.9% |
| 1Y | -6.2% | -53.9% | +47.7% | +16.6% |
| 3Y | +125.1% | -39.8% | +164.8% | +232.2% |
| All | +125.1% | -39.8% | +164.9% | +232.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling