+391.0%
DDOG vs SIMO
+542.2%
-151.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.7% | -5.3% | +1.4% |
| 7D | -2.3% | +0.9% | -3.2% | -2.6% |
| 30D | -35.8% | -25.4% | -10.4% | -31.6% |
| 3M | -25.3% | -17.8% | -7.5% | -23.3% |
| 6M | -8.9% | -29.6% | +20.7% | -7.4% |
| YTD | +35.6% | +100.3% | -64.7% | -4.4% |
| 1Y | -6.8% | +100.4% | -107.2% | -34.3% |
| 3Y | +77.9% | +246.1% | -168.2% | -0.2% |
| 5Y | -3.1% | +189.8% | -192.9% | -44.8% |
| All | +391.0% | +542.2% | -151.2% | +49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling