-4.4%
DDOG vs FIX
+1,054.8%
-1,059.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.9% |
| 7D | +5.6% | +16.9% | -11.3% | +0.7% |
| 30D | -34.9% | -30.6% | -4.2% | -27.9% |
| 3M | -23.4% | -35.1% | +11.7% | -14.2% |
| 6M | -7.7% | -44.0% | +36.3% | +6.0% |
| YTD | +35.6% | +21.0% | +14.6% | +16.3% |
| 1Y | -3.4% | +16.2% | -19.5% | -16.3% |
| 3Y | +78.0% | +506.9% | -428.9% | -38.9% |
| 5Y | -4.4% | +1,051.1% | -1,055.5% | -81.6% |
| All | -4.4% | +1,054.8% | -1,059.2% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling