-1.0%
DDOG vs UMC
+117.0%
-118.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | +2.9% | +11.2% | -8.3% | +1.0% |
| 30D | -31.6% | -28.0% | -3.6% | -28.7% |
| 3M | -27.0% | -20.5% | -6.5% | -24.6% |
| 6M | -10.3% | -1.6% | -8.7% | -11.3% |
| YTD | +35.4% | +99.4% | -64.0% | +11.3% |
| 1Y | -1.0% | +120.4% | -121.4% | -23.5% |
| All | -1.0% | +117.0% | -118.0% | -23.5% |
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