+61.6%
DDOG vs UMC
+209.4%
-147.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.4% | -1.1% |
| 7D | -10.1% | +5.0% | -15.1% | -10.4% |
| 30D | -24.8% | +7.7% | -32.5% | -25.2% |
| 3M | -12.6% | +1.7% | -14.3% | -14.0% |
| 6M | +79.9% | +113.9% | -34.0% | +65.3% |
| YTD | +56.6% | +168.9% | -112.3% | +43.3% |
| 1Y | +61.6% | +207.2% | -145.6% | +46.9% |
| All | +61.6% | +209.4% | -147.9% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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