+61.6%
DDOG vs UMAC
+164.0%
-102.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.6% |
| 7D | -10.1% | -0.9% | -9.2% | -10.1% |
| 30D | -24.8% | -7.7% | -17.1% | -24.4% |
| 3M | -12.6% | -26.4% | +13.8% | -12.0% |
| 6M | +79.9% | +61.9% | +18.1% | +74.6% |
| YTD | +56.6% | +86.5% | -29.9% | +49.8% |
| 1Y | +61.6% | +156.3% | -94.7% | +56.3% |
| All | +61.6% | +164.0% | -102.4% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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