+76.7%
DDOG vs UMC
+131.8%
-55.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | +2.9% | +11.2% | -8.3% | +0.6% |
| 30D | -31.6% | -28.0% | -3.6% | -27.4% |
| 3M | -27.0% | -20.5% | -6.5% | -23.9% |
| 6M | -10.3% | -1.6% | -8.7% | -13.0% |
| YTD | +35.4% | +99.4% | -64.0% | +8.6% |
| 1Y | -1.0% | +120.4% | -121.4% | -22.9% |
| 3Y | +76.7% | +134.2% | -57.6% | +29.3% |
| All | +76.7% | +131.8% | -55.1% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling