+490.5%
DDOG vs UPS
+11.1%
+479.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -1.9% |
| 7D | +3.2% | -3.4% | +6.7% | +4.6% |
| 30D | -10.2% | -2.7% | -7.4% | -9.2% |
| 3M | -2.6% | -1.6% | -1.0% | -2.2% |
| 6M | +80.1% | +2.3% | +77.8% | +76.9% |
| YTD | +63.0% | +5.6% | +57.5% | +56.8% |
| 1Y | +59.4% | +27.1% | +32.3% | +40.8% |
| 3Y | +127.0% | -26.3% | +153.3% | +146.2% |
| 5Y | +61.7% | -34.5% | +96.1% | +86.9% |
| All | +490.5% | +11.1% | +479.3% | +376.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling