+215.6%
SMH vs DDOG
+77.9%
+137.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +4.9% | +2.9% | +2.1% | +4.2% |
| 30D | -13.8% | -31.6% | +17.8% | -6.3% |
| 3M | -17.4% | -27.0% | +9.6% | -11.7% |
| 6M | -15.0% | -10.3% | -4.7% | -15.0% |
| YTD | +35.2% | +35.4% | -0.3% | +17.6% |
| 1Y | +41.6% | -1.0% | +42.6% | +38.6% |
| 3Y | +215.6% | +76.7% | +139.0% | +111.6% |
| All | +215.6% | +77.9% | +137.7% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling