+56.1%
DDOG vs SIMO
+216.4%
-160.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -1.0% |
| 7D | -10.1% | +4.2% | -14.4% | -10.2% |
| 30D | -24.8% | +4.1% | -28.9% | -25.0% |
| 3M | -12.6% | -12.9% | +0.3% | -12.4% |
| 6M | +79.9% | +110.3% | -30.4% | +62.2% |
| YTD | +56.6% | +178.6% | -122.0% | +30.0% |
| All | +56.1% | +216.4% | -160.3% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling