+62.5%
DDOG vs UMAC
+473.8%
-411.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | -0.1% |
| 7D | +3.9% | -3.4% | +7.3% | +4.0% |
| 30D | -8.2% | -15.1% | +6.9% | -7.8% |
| 3M | -5.6% | -10.8% | +5.2% | -5.5% |
| 6M | +73.5% | +15.7% | +57.8% | +71.1% |
| YTD | +62.7% | +80.1% | -17.5% | +58.2% |
| 1Y | +59.0% | +116.7% | -57.7% | +53.2% |
| All | +62.5% | +473.8% | -411.3% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling