+467.1%
DDOG vs UL
+18.3%
+448.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -10.1% | -1.3% | -8.8% | -9.8% |
| 30D | -24.8% | +0.5% | -25.3% | -24.9% |
| 3M | -12.6% | +17.6% | -30.2% | -17.2% |
| 6M | +79.9% | -5.4% | +85.3% | +82.7% |
| YTD | +56.6% | +0.7% | +55.9% | +54.2% |
| 1Y | +61.6% | -9.3% | +70.8% | +65.3% |
| 3Y | +117.9% | +24.5% | +93.3% | +86.1% |
| 5Y | +54.2% | +23.2% | +31.0% | +29.3% |
| All | +467.1% | +18.3% | +448.7% | +340.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling