-6.8%
DDOG vs UNP
+37.4%
-44.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.6% |
| 7D | -2.3% | -2.1% | -0.2% | -3.3% |
| 30D | -35.8% | +7.3% | -43.1% | -33.6% |
| 3M | -25.3% | +3.6% | -28.9% | -23.4% |
| 6M | -8.9% | +15.8% | -24.7% | -1.8% |
| YTD | +35.6% | +32.6% | +3.0% | +49.8% |
| 1Y | -6.8% | +37.2% | -44.0% | +0.3% |
| All | -6.8% | +37.4% | -44.2% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling