-25.3%
DDOG vs SMR
-44.1%
+18.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | -2.3% | +1.9% | -4.2% | -2.9% |
| 30D | -35.8% | -21.9% | -13.9% | -33.9% |
| 3M | -25.3% | -47.1% | +21.8% | -22.1% |
| All | -25.3% | -44.1% | +18.8% | -22.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling