+63.6%
DDOG vs FISV
-53.5%
+117.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -2.1% |
| 7D | +3.9% | -2.7% | +6.6% | +4.7% |
| 30D | -8.2% | 0.0% | -8.2% | -8.4% |
| 3M | -5.6% | -2.8% | -2.8% | -5.4% |
| 6M | +73.5% | -11.8% | +85.3% | +79.7% |
| YTD | +62.7% | -23.2% | +85.9% | +76.4% |
| 1Y | +59.0% | -62.0% | +121.0% | +107.1% |
| 3Y | +117.1% | -57.6% | +174.7% | +120.7% |
| All | +63.6% | -53.5% | +117.0% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling