-3.1%
DDOG vs UL
+31.1%
-34.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.4% |
| 7D | -2.3% | -1.7% | -0.6% | -2.3% |
| 30D | -35.8% | +4.5% | -40.3% | -36.2% |
| 3M | -25.3% | +5.5% | -30.8% | -25.8% |
| 6M | -8.9% | +17.0% | -25.9% | -10.7% |
| YTD | +35.6% | +3.2% | +32.4% | +34.7% |
| 1Y | -6.8% | -1.9% | -4.9% | -6.3% |
| 3Y | +77.9% | +33.6% | +44.3% | +53.6% |
| 5Y | -3.1% | +31.5% | -34.6% | -20.4% |
| All | -3.1% | +31.1% | -34.3% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling