+59.9%
DDOG vs UDR
-20.7%
+80.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.0% | +9.1% | +8.3% |
| 7D | +7.7% | -3.3% | +10.9% | +9.6% |
| 30D | -13.6% | -5.6% | -8.0% | -10.9% |
| 3M | -0.9% | -9.4% | +8.5% | +4.4% |
| 6M | +75.2% | -3.0% | +78.2% | +75.6% |
| YTD | +65.7% | -0.4% | +66.0% | +63.2% |
| 1Y | +60.4% | -5.1% | +65.5% | +62.5% |
| 3Y | +130.7% | +4.2% | +126.5% | +110.0% |
| 5Y | +59.9% | -19.5% | +79.4% | +77.6% |
| All | +59.9% | -20.7% | +80.6% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling