+125.1%
DDOG vs SIMO
+214.6%
-89.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.6% | +1.9% |
| 7D | -23.9% | -22.0% | -1.9% | -20.8% |
| 30D | -34.0% | -43.0% | +9.0% | -28.7% |
| 3M | -21.9% | -39.1% | +17.2% | -17.0% |
| 6M | +24.6% | -33.3% | +57.9% | +26.3% |
| YTD | +31.7% | +77.0% | -45.3% | -2.7% |
| 1Y | -6.2% | +73.0% | -79.2% | -30.2% |
| 3Y | +125.1% | +215.7% | -90.7% | -10.9% |
| All | +125.1% | +214.6% | -89.5% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling