-10.7%
DDOG vs FIX
+13.3%
-24.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -19.1% | -13.9% | -5.2% | -17.6% |
| 30D | -39.2% | -35.5% | -3.6% | -37.9% |
| 3M | -31.6% | -33.9% | +2.3% | -30.1% |
| 6M | -10.9% | -43.3% | +32.4% | -9.2% |
| YTD | +31.2% | +18.7% | +12.5% | +14.8% |
| 1Y | -10.7% | +13.8% | -24.4% | -21.4% |
| All | -10.7% | +13.3% | -24.0% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling