-1.0%
DDOG vs SMR
-81.8%
+80.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | +0.2% |
| 7D | +2.9% | -8.3% | +11.1% | +3.8% |
| 30D | -31.6% | -20.1% | -11.6% | -30.0% |
| 3M | -27.0% | -52.7% | +25.7% | -22.0% |
| 6M | -10.3% | -61.0% | +50.7% | -2.4% |
| YTD | +35.4% | -67.1% | +102.5% | +45.3% |
| 1Y | -1.0% | -79.9% | +78.9% | +13.7% |
| All | -1.0% | -81.8% | +80.8% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling