+19.8%
DDOG vs UL
+1.7%
+18.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.3% | -17.7% | -12.2% |
| 7D | -32.2% | +4.7% | -36.9% | -29.7% |
| 30D | -31.7% | +11.6% | -43.3% | -26.8% |
| 3M | -34.5% | +5.3% | -39.8% | -31.8% |
| 6M | +28.7% | +16.0% | +12.6% | +43.7% |
| YTD | +38.8% | +5.0% | +33.8% | +45.8% |
| 1Y | +19.8% | +1.1% | +18.7% | +22.8% |
| All | +19.8% | +1.7% | +18.1% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling