+19.8%
DDOG vs FIX
+14.3%
+5.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -15.1% | +0.7% | -12.9% |
| 7D | -32.2% | -18.9% | -13.3% | -31.0% |
| 30D | -31.7% | -36.3% | +4.6% | -30.9% |
| 3M | -34.5% | -38.5% | +4.0% | -33.7% |
| 6M | +28.7% | -42.3% | +70.9% | +29.1% |
| YTD | +38.8% | +17.1% | +21.7% | +31.4% |
| 1Y | +19.8% | +14.4% | +5.4% | +14.0% |
| All | +19.8% | +14.3% | +5.5% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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