+467.1%
DDOG vs UNP
+101.2%
+365.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -10.1% | -5.3% | -4.8% | -8.2% |
| 30D | -24.8% | -1.5% | -23.3% | -24.4% |
| 3M | -12.6% | +10.3% | -22.8% | -16.3% |
| 6M | +79.9% | +9.7% | +70.3% | +71.2% |
| YTD | +56.6% | +27.1% | +29.5% | +39.0% |
| 1Y | +61.6% | +32.6% | +29.0% | +40.4% |
| 3Y | +117.9% | +40.0% | +77.9% | +81.1% |
| 5Y | +54.2% | +50.8% | +3.4% | +23.0% |
| All | +467.1% | +101.2% | +365.9% | +285.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling