+115.3%
DDOG vs UNP
+46.5%
+68.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -6.1% | -0.7% | -5.3% | -6.0% |
| 30D | -10.1% | -1.1% | -9.0% | -10.0% |
| 3M | -9.3% | +7.9% | -17.1% | -10.3% |
| 6M | +67.2% | +14.6% | +52.5% | +62.4% |
| YTD | +54.6% | +26.6% | +28.0% | +45.6% |
| 1Y | +54.1% | +35.6% | +18.5% | +41.6% |
| 3Y | +115.3% | +45.5% | +69.8% | +101.3% |
| All | +115.3% | +46.5% | +68.7% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling