+459.9%
DDOG vs SIMO
+848.2%
-388.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.4% | -2.6% |
| 7D | -6.1% | +14.6% | -20.7% | -9.1% |
| 30D | -10.1% | +6.2% | -16.3% | -12.1% |
| 3M | -9.3% | +3.6% | -12.8% | -13.5% |
| 6M | +67.2% | +130.8% | -63.6% | +20.9% |
| YTD | +54.6% | +195.8% | -141.2% | +1.2% |
| 1Y | +54.1% | +225.0% | -170.9% | -3.3% |
| 3Y | +115.3% | +452.3% | -337.0% | +9.4% |
| 5Y | +50.6% | +303.6% | -253.0% | -18.7% |
| All | +459.9% | +848.2% | -388.3% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SIMO 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling