+391.0%
DDOG vs FIX
+2,735.3%
-2,344.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.0% | -1.7% | +2.0% |
| 7D | -2.3% | +6.4% | -8.7% | -4.0% |
| 30D | -35.8% | -29.1% | -6.7% | -30.1% |
| 3M | -25.3% | -31.1% | +5.9% | -18.5% |
| 6M | -8.9% | -42.8% | +33.9% | +2.6% |
| YTD | +35.6% | +24.6% | +10.9% | +19.6% |
| 1Y | -6.8% | +21.9% | -28.8% | -17.6% |
| 3Y | +77.9% | +524.9% | -447.0% | -13.7% |
| 5Y | -3.1% | +1,092.2% | -1,095.3% | -62.8% |
| All | +391.0% | +2,735.3% | -2,344.2% | +43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling