+115.3%
DDOG vs UL
+24.1%
+91.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.6% |
| 7D | -6.1% | -1.3% | -4.8% | -6.4% |
| 30D | -10.1% | +0.9% | -11.1% | -9.9% |
| 3M | -9.3% | +14.2% | -23.5% | -5.2% |
| 6M | +67.2% | -3.2% | +70.4% | +68.3% |
| YTD | +54.6% | -0.3% | +54.9% | +56.4% |
| 1Y | +54.1% | -8.8% | +62.9% | +55.4% |
| 3Y | +115.3% | +23.9% | +91.4% | +116.9% |
| All | +115.3% | +24.1% | +91.2% | +116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling