+125.1%
DDOG vs FIX
+448.6%
-323.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.4% | -2.9% | +1.4% |
| 7D | -23.9% | -17.5% | -6.4% | -20.7% |
| 30D | -34.0% | -41.6% | +7.6% | -27.2% |
| 3M | -21.9% | -40.6% | +18.7% | -14.4% |
| 6M | +24.6% | -49.4% | +74.0% | +38.9% |
| YTD | +31.7% | +9.2% | +22.5% | +20.9% |
| 1Y | -6.2% | +6.5% | -12.6% | -13.5% |
| 3Y | +125.1% | +448.7% | -323.7% | +24.2% |
| All | +125.1% | +448.6% | -323.5% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling