+499.9%
DDOG vs UL
+15.2%
+484.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.7% | +8.8% | +7.6% |
| 7D | +7.7% | -3.2% | +10.9% | +8.7% |
| 30D | -13.6% | -0.6% | -13.0% | -13.6% |
| 3M | -0.9% | +9.4% | -10.4% | -4.0% |
| 6M | +75.2% | -4.1% | +79.4% | +76.7% |
| YTD | +65.7% | -2.0% | +67.6% | +64.4% |
| 1Y | +60.4% | -9.0% | +69.3% | +63.2% |
| 3Y | +130.7% | +21.8% | +108.9% | +98.0% |
| 5Y | +59.9% | +20.6% | +39.3% | +34.6% |
| All | +499.9% | +15.2% | +484.8% | +369.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling