+375.1%
DDOG vs FIX
+2,599.3%
-2,224.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -19.1% | -13.9% | -5.2% | -15.8% |
| 30D | -39.2% | -35.5% | -3.6% | -32.1% |
| 3M | -31.6% | -33.9% | +2.3% | -24.6% |
| 6M | -10.9% | -43.3% | +32.4% | +0.6% |
| YTD | +31.2% | +18.7% | +12.5% | +17.2% |
| 1Y | -10.7% | +13.8% | -24.4% | -19.5% |
| 3Y | +72.1% | +495.0% | -422.8% | -15.5% |
| 5Y | -5.5% | +1,049.0% | -1,054.6% | -63.3% |
| All | +375.1% | +2,599.3% | -2,224.2% | +40.4% |
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