+76.9%
DDOG vs UDR
+26.2%
+50.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +5.6% | -2.4% | +8.0% | +6.0% |
| 30D | -34.9% | +6.7% | -41.6% | -35.9% |
| 3M | -23.4% | -1.8% | -21.7% | -23.3% |
| 6M | -7.7% | -1.8% | -6.0% | -7.9% |
| YTD | +35.6% | +2.5% | +33.1% | +33.6% |
| 1Y | -3.4% | +7.9% | -11.3% | -6.3% |
| All | +76.9% | +26.2% | +50.7% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling