+490.5%
DDOG vs UL
+13.6%
+476.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | +3.2% | -4.1% | +7.3% | +4.5% |
| 30D | -10.2% | -1.2% | -9.0% | -10.0% |
| 3M | -2.6% | +6.0% | -8.6% | -4.7% |
| 6M | +80.1% | -5.5% | +85.6% | +82.4% |
| YTD | +63.0% | -3.3% | +66.4% | +62.4% |
| 1Y | +59.4% | -9.8% | +69.2% | +62.5% |
| 3Y | +127.0% | +20.1% | +106.9% | +95.7% |
| 5Y | +61.7% | +19.2% | +42.5% | +36.5% |
| All | +490.5% | +13.6% | +476.9% | +364.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling