+38.6%
DDOG vs SMR
+1.6%
+37.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -1.1% |
| 7D | +3.2% | +4.7% | -1.5% | +2.7% |
| 30D | -10.2% | +3.2% | -13.4% | -10.6% |
| 3M | -2.6% | +9.9% | -12.5% | -4.3% |
| 6M | +80.1% | -15.1% | +95.3% | +79.3% |
| YTD | +63.0% | -27.9% | +91.0% | +63.5% |
| 1Y | +59.4% | -70.2% | +129.6% | +69.0% |
| 3Y | +127.0% | +72.5% | +54.6% | +93.7% |
| All | +38.6% | +1.6% | +37.0% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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