+490.5%
DDOG vs UDR
-5.4%
+495.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.3% |
| 7D | +3.2% | -3.4% | +6.6% | +4.6% |
| 30D | -10.2% | -5.4% | -4.7% | -8.3% |
| 3M | -2.6% | -10.0% | +7.4% | +1.2% |
| 6M | +80.1% | -2.5% | +82.7% | +80.3% |
| YTD | +63.0% | -1.1% | +64.2% | +62.3% |
| 1Y | +59.4% | -3.9% | +63.3% | +60.0% |
| 3Y | +127.0% | +3.4% | +123.6% | +117.8% |
| 5Y | +61.7% | -18.9% | +80.5% | +70.4% |
| All | +490.5% | -5.4% | +495.8% | +558.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 10y: compounded portfolio wealth divided by compounded UDR 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…
10y analysis · Full analysis span regression · 6 months rolling