+459.9%
DDOG vs UMC
+1,330.8%
-870.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.3% | -3.0% |
| 7D | -6.1% | +6.6% | -12.7% | -8.2% |
| 30D | -10.1% | +16.6% | -26.7% | -15.1% |
| 3M | -9.3% | +11.0% | -20.3% | -16.2% |
| 6M | +67.2% | +131.3% | -64.1% | +13.8% |
| YTD | +54.6% | +182.5% | -127.9% | -5.5% |
| 1Y | +54.1% | +222.3% | -168.2% | -11.7% |
| 3Y | +115.3% | +253.0% | -137.8% | +14.8% |
| 5Y | +50.6% | +141.8% | -91.2% | -9.9% |
| All | +459.9% | +1,330.8% | -870.9% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling