+489.1%
DDOG vs UMC
+1,384.5%
-895.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.0% |
| 7D | +3.9% | +9.0% | -5.1% | +0.9% |
| 30D | -8.2% | +17.2% | -25.4% | -13.3% |
| 3M | -5.6% | +11.4% | -17.0% | -12.6% |
| 6M | +73.5% | +137.5% | -64.0% | +17.2% |
| YTD | +62.7% | +193.1% | -130.4% | -1.7% |
| 1Y | +59.0% | +240.3% | -181.3% | -10.6% |
| 3Y | +117.1% | +262.2% | -145.1% | +15.0% |
| 5Y | +61.3% | +143.1% | -81.8% | -3.8% |
| All | +489.1% | +1,384.5% | -895.4% | +91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling