+376.8%
DDOG vs FIX
+2,383.5%
-2,006.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.4% | -2.9% | +1.1% |
| 7D | -23.9% | -17.5% | -6.4% | -19.8% |
| 30D | -34.0% | -41.6% | +7.6% | -24.4% |
| 3M | -21.9% | -40.6% | +18.7% | -11.4% |
| 6M | +24.6% | -49.4% | +74.0% | +44.7% |
| YTD | +31.7% | +9.2% | +22.5% | +20.4% |
| 1Y | -6.2% | +6.5% | -12.6% | -13.9% |
| 3Y | +125.1% | +448.7% | -323.7% | +13.0% |
| 5Y | -3.5% | +948.7% | -952.2% | -61.6% |
| All | +376.8% | +2,383.5% | -2,006.7% | +44.2% |
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