+117.6%
DDOG vs FISV
-59.8%
+177.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +3.2% | -7.2% | +10.4% | +4.8% |
| 30D | -10.2% | -7.2% | -3.0% | -8.8% |
| 3M | -2.6% | -8.2% | +5.6% | -1.3% |
| 6M | +80.1% | -17.7% | +97.8% | +86.5% |
| YTD | +63.0% | -27.2% | +90.2% | +71.6% |
| 1Y | +59.4% | -63.0% | +122.3% | +80.5% |
| All | +117.6% | -59.8% | +177.4% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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