-10.4%
DDOG vs U
+24.1%
-34.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.0% | +1.5% |
| 7D | -23.9% | +36.6% | -60.5% | -28.9% |
| 30D | -34.0% | +13.3% | -47.3% | -35.7% |
| 3M | -21.9% | +26.2% | -48.1% | -25.7% |
| 6M | +24.6% | +88.7% | -64.2% | +6.0% |
| YTD | +31.7% | +16.6% | +15.1% | +17.6% |
| All | -10.4% | +24.1% | -34.5% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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