+61.7%
DDOG vs UMC
+134.9%
-73.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.6% |
| 7D | +3.2% | +11.4% | -8.1% | -1.0% |
| 30D | -10.2% | +16.8% | -26.9% | -15.8% |
| 3M | -2.6% | +19.1% | -21.7% | -14.5% |
| 6M | +80.1% | +137.4% | -57.3% | +9.1% |
| YTD | +63.0% | +186.4% | -123.3% | -14.8% |
| 1Y | +59.4% | +229.1% | -169.7% | -24.5% |
| 3Y | +127.0% | +257.9% | -130.9% | -6.0% |
| 5Y | +61.7% | +137.5% | -75.9% | -14.9% |
| All | +61.7% | +134.9% | -73.2% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling