+40.8%
DDOG vs SMR
+7.6%
+33.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.3% | +10.5% | +7.4% |
| 7D | +7.7% | +13.1% | -5.4% | +6.5% |
| 30D | -13.6% | +17.8% | -31.4% | -15.0% |
| 3M | -0.9% | +8.1% | -9.0% | -2.5% |
| 6M | +75.2% | -11.1% | +86.3% | +73.8% |
| YTD | +65.7% | -23.7% | +89.4% | +65.4% |
| 1Y | +60.4% | -69.4% | +129.8% | +69.7% |
| 3Y | +130.7% | +82.6% | +48.1% | +95.9% |
| All | +40.8% | +7.6% | +33.3% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling