+391.2%
DDOG vs FIX
+2,655.8%
-2,264.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.8% |
| 7D | +5.6% | +17.0% | -11.4% | +1.2% |
| 30D | -34.9% | -30.6% | -4.3% | -28.7% |
| 3M | -23.4% | -35.0% | +11.6% | -15.2% |
| 6M | -7.7% | -44.0% | +36.2% | +4.4% |
| YTD | +35.6% | +21.1% | +14.5% | +20.5% |
| 1Y | -3.4% | +16.3% | -19.6% | -13.4% |
| 3Y | +78.0% | +507.4% | -429.4% | -13.1% |
| 5Y | -4.4% | +1,052.1% | -1,056.5% | -63.0% |
| All | +391.2% | +2,655.8% | -2,264.5% | +44.3% |
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