+96.2%
SMH vs DDOG
+61.3%
+34.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.7% |
| 7D | +2.5% | -10.1% | +12.7% | +3.2% |
| 30D | -0.5% | -24.8% | +24.3% | +1.0% |
| 3M | -9.6% | -12.6% | +2.9% | -9.1% |
| 6M | +42.1% | +79.9% | -37.9% | +34.9% |
| YTD | +57.4% | +56.6% | +0.9% | +51.4% |
| 1Y | +96.2% | +61.6% | +34.6% | +91.1% |
| All | +96.2% | +61.3% | +34.9% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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