+391.2%
DDOG vs UDR
-1.9%
+393.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +5.6% | -2.4% | +8.0% | +6.6% |
| 30D | -34.9% | +6.7% | -41.6% | -36.8% |
| 3M | -23.4% | -1.8% | -21.7% | -23.4% |
| 6M | -7.7% | -1.8% | -6.0% | -8.1% |
| YTD | +35.6% | +2.5% | +33.1% | +32.5% |
| 1Y | -3.4% | +7.9% | -11.3% | -7.7% |
| 3Y | +78.0% | +25.1% | +52.9% | +56.8% |
| 5Y | -4.4% | -21.2% | +16.7% | +0.3% |
| All | +391.2% | -1.9% | +393.1% | +437.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling