+391.0%
DDOG vs SM
+224.4%
+166.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.6% | -2.2% | +2.8% |
| 7D | -2.3% | +0.3% | -2.6% | -2.3% |
| 30D | -35.8% | -17.3% | -18.5% | -34.5% |
| 3M | -25.3% | -3.6% | -21.7% | -25.1% |
| 6M | -8.9% | +2.9% | -11.8% | -9.6% |
| YTD | +35.6% | +70.2% | -34.6% | +27.0% |
| 1Y | -6.8% | +66.5% | -73.3% | -12.6% |
| 3Y | +77.9% | -8.2% | +86.1% | +74.2% |
| 5Y | -3.1% | -1.5% | -1.7% | -7.1% |
| All | +391.0% | +224.4% | +166.6% | +379.5% |
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