-3.6%
DDOG vs UDR
-20.8%
+17.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.6% |
| 7D | +2.9% | -0.4% | +3.2% | +3.1% |
| 30D | -31.6% | +7.8% | -39.4% | -34.9% |
| 3M | -27.0% | -2.8% | -24.2% | -26.5% |
| 6M | -10.3% | -1.4% | -8.9% | -11.1% |
| YTD | +35.4% | +3.4% | +32.0% | +29.8% |
| 1Y | -1.0% | +9.9% | -10.8% | -9.0% |
| 3Y | +76.7% | +28.5% | +48.1% | +34.0% |
| All | -3.6% | -20.8% | +17.2% | +10.1% |
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