+391.0%
DDOG vs UNP
+109.8%
+281.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.2% |
| 7D | -2.3% | -2.1% | -0.2% | -1.5% |
| 30D | -35.8% | +7.3% | -43.1% | -37.7% |
| 3M | -25.3% | +3.6% | -28.9% | -26.7% |
| 6M | -8.9% | +15.8% | -24.7% | -14.9% |
| YTD | +35.6% | +32.6% | +3.0% | +17.8% |
| 1Y | -6.8% | +37.2% | -44.0% | -20.4% |
| 3Y | +77.9% | +52.6% | +25.3% | +42.1% |
| 5Y | -3.1% | +40.6% | -43.7% | -20.5% |
| All | +391.0% | +109.8% | +281.2% | +226.9% |
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