+19.8%
DDOG vs UPS
+29.9%
-10.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.7% | -19.1% | -14.2% |
| 7D | -32.2% | +8.2% | -40.4% | -32.2% |
| 30D | -31.7% | +22.7% | -54.5% | -32.4% |
| 3M | -34.5% | +6.4% | -40.9% | -34.3% |
| 6M | +28.7% | +22.6% | +6.0% | +30.7% |
| YTD | +38.8% | +20.7% | +18.1% | +37.1% |
| 1Y | +19.8% | +30.6% | -10.8% | +16.4% |
| All | +19.8% | +29.9% | -10.1% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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