+499.9%
DDOG vs SM
+295.4%
+204.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.6% | +7.1% |
| 7D | +7.7% | -0.2% | +7.9% | +7.7% |
| 30D | -13.6% | +20.3% | -33.9% | -15.3% |
| 3M | -0.9% | +22.9% | -23.8% | -3.4% |
| 6M | +75.2% | +47.8% | +27.4% | +67.0% |
| YTD | +65.7% | +107.5% | -41.8% | +52.1% |
| 1Y | +60.4% | +51.7% | +8.6% | +51.6% |
| 3Y | +130.7% | -0.9% | +131.5% | +123.4% |
| 5Y | +59.9% | +112.2% | -52.4% | +44.2% |
| All | +499.9% | +295.4% | +204.5% | +474.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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