+65.5%
DDOG vs UMAC
+508.0%
-442.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -6.4% | +13.5% | +7.4% |
| 7D | +7.7% | +3.3% | +4.4% | +7.5% |
| 30D | -13.6% | -10.4% | -3.2% | -13.4% |
| 3M | -0.9% | +1.8% | -2.7% | -1.3% |
| 6M | +75.2% | +40.7% | +34.5% | +71.9% |
| YTD | +65.7% | +90.9% | -25.2% | +60.8% |
| 1Y | +60.4% | +151.8% | -91.4% | +53.9% |
| All | +65.5% | +508.0% | -442.5% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling