+65.6%
DDOG vs UMC
+125.1%
-59.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -14.5% |
| All | +65.6% | +125.1% | -59.5% | +38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling