+286.8%
SMH vs DDOG
+129.4%
+157.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.2% | -7.1% | -1.3% |
| 7D | +4.3% | +7.7% | -3.3% | +2.7% |
| 30D | +0.9% | -13.6% | +14.5% | +3.6% |
| 3M | -2.8% | -0.9% | -1.9% | -4.1% |
| 6M | +45.6% | +75.2% | -29.6% | +22.5% |
| YTD | +59.5% | +65.7% | -6.2% | +34.7% |
| 1Y | +93.4% | +60.4% | +33.1% | +62.0% |
| All | +286.8% | +129.4% | +157.4% | +205.7% |
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