+35.3%
DDOG vs UMAC
+182.0%
-146.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.5% | 0.0% |
| 7D | +2.9% | -5.2% | +8.1% | +3.0% |
| 30D | -31.6% | -36.4% | +4.8% | -30.3% |
| 3M | -27.0% | -58.6% | +31.6% | -24.7% |
| 6M | -10.3% | -24.6% | +14.3% | -9.5% |
| YTD | +35.4% | -11.5% | +46.9% | +35.3% |
| 1Y | -1.0% | +16.9% | -17.9% | -1.9% |
| All | +35.3% | +182.0% | -146.7% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling