+15.3%
DDOG vs SMR
-48.0%
+63.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | -2.3% | +1.9% | -4.2% | -2.6% |
| 30D | -35.8% | -21.9% | -13.9% | -34.5% |
| 3M | -25.3% | -47.1% | +21.8% | -21.7% |
| 6M | -8.9% | -60.6% | +51.8% | -2.9% |
| YTD | +35.6% | -63.1% | +98.7% | +43.3% |
| 1Y | -6.8% | -80.4% | +73.6% | +3.4% |
| 3Y | +77.9% | +150.2% | -72.4% | +39.1% |
| All | +15.3% | -48.0% | +63.2% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling