+50.6%
DDOG vs FIS
-64.6%
+115.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.6% | +1.3% |
| 7D | -6.1% | -3.5% | -2.6% | -4.8% |
| 30D | -10.1% | -7.8% | -2.3% | -7.1% |
| 3M | -9.3% | +0.8% | -10.1% | -10.4% |
| 6M | +67.2% | -21.9% | +89.1% | +84.8% |
| YTD | +54.6% | -39.5% | +94.1% | +90.2% |
| 1Y | +54.1% | -41.0% | +95.1% | +91.0% |
| 3Y | +115.3% | -23.6% | +138.9% | +128.1% |
| 5Y | +50.6% | -65.6% | +116.2% | +136.4% |
| All | +50.6% | -64.6% | +115.2% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling