+499.9%
DDOG vs UNP
+97.8%
+402.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.3% | +8.4% | +7.7% |
| 7D | +7.7% | -1.7% | +9.4% | +8.3% |
| 30D | -13.6% | -2.1% | -11.5% | -13.0% |
| 3M | -0.9% | +5.4% | -6.4% | -3.4% |
| 6M | +75.2% | +13.4% | +61.8% | +64.2% |
| YTD | +65.7% | +25.0% | +40.7% | +47.9% |
| 1Y | +60.4% | +34.6% | +25.8% | +38.3% |
| 3Y | +130.7% | +43.6% | +87.0% | +89.0% |
| 5Y | +59.9% | +51.7% | +8.1% | +27.1% |
| All | +499.9% | +97.8% | +402.1% | +310.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 10y: compounded portfolio wealth divided by compounded UNP 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…
10y analysis · Full analysis span regression · 6 months rolling