+50.6%
DDOG vs SM
+111.2%
-60.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -2.0% |
| 7D | -6.1% | -0.2% | -5.9% | -6.1% |
| 30D | -10.1% | +31.5% | -41.6% | -14.9% |
| 3M | -9.3% | +17.3% | -26.6% | -12.7% |
| 6M | +67.2% | +48.5% | +18.7% | +52.2% |
| YTD | +54.6% | +106.3% | -51.7% | +31.1% |
| 1Y | +54.1% | +47.3% | +6.8% | +39.1% |
| 3Y | +115.3% | -1.4% | +116.7% | +101.4% |
| 5Y | +50.6% | +114.0% | -63.4% | +39.0% |
| All | +50.6% | +111.2% | -60.6% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling