+120.2%
DDOG vs SM
-6.8%
+127.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.4% |
| 7D | -10.1% | +0.1% | -10.2% | -10.2% |
| 30D | -24.8% | +26.3% | -51.1% | -27.7% |
| 3M | -12.6% | +8.7% | -21.3% | -14.4% |
| 6M | +79.9% | +51.7% | +28.3% | +65.5% |
| YTD | +56.6% | +99.0% | -42.5% | +36.8% |
| 1Y | +61.6% | +34.6% | +27.0% | +50.7% |
| All | +120.2% | -6.8% | +127.0% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling