+390.4%
DDOG vs FIX
+2,617.7%
-2,227.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +2.9% | +9.4% | -6.6% | +0.3% |
| 30D | -31.6% | -27.8% | -3.8% | -25.8% |
| 3M | -27.0% | -35.6% | +8.6% | -19.0% |
| 6M | -10.3% | -45.2% | +34.9% | +2.1% |
| YTD | +35.4% | +19.5% | +15.9% | +20.7% |
| 1Y | -1.0% | +24.2% | -25.2% | -13.0% |
| 3Y | +76.7% | +494.2% | -417.5% | -13.2% |
| 5Y | -4.6% | +1,036.1% | -1,040.7% | -62.9% |
| All | +390.4% | +2,617.7% | -2,227.3% | +44.6% |
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