+59.4%
DDOG vs UL
-10.0%
+69.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -2.3% |
| 7D | +3.2% | -4.1% | +7.3% | +1.0% |
| 30D | -10.2% | -1.2% | -9.0% | -10.7% |
| 3M | -2.6% | +6.0% | -8.6% | +1.8% |
| 6M | +80.1% | -5.5% | +85.6% | +74.6% |
| YTD | +63.0% | -3.3% | +66.4% | +62.1% |
| 1Y | +59.4% | -9.8% | +69.2% | +56.6% |
| All | +59.4% | -10.0% | +69.3% | +56.6% |
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