+121.1%
DDOG vs UDR
+4.1%
+117.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.0% | +9.1% | +7.6% |
| 7D | +7.7% | -3.3% | +10.9% | +8.4% |
| 30D | -13.6% | -5.6% | -8.0% | -12.5% |
| 3M | -0.9% | -9.4% | +8.5% | +1.2% |
| 6M | +75.2% | -3.0% | +78.2% | +75.1% |
| YTD | +65.7% | -0.4% | +66.0% | +64.6% |
| 1Y | +60.4% | -5.1% | +65.5% | +62.2% |
| All | +121.1% | +4.1% | +117.0% | +129.4% |
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