+390.4%
DDOG vs UPS
+25.0%
+365.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.8% |
| 7D | +2.9% | +3.8% | -0.9% | +1.4% |
| 30D | -31.6% | +17.4% | -49.0% | -36.1% |
| 3M | -27.0% | +8.2% | -35.2% | -29.7% |
| 6M | -10.3% | +17.9% | -28.2% | -16.6% |
| YTD | +35.4% | +18.7% | +16.7% | +23.5% |
| 1Y | -1.0% | +24.8% | -25.8% | -11.7% |
| 3Y | +76.7% | -4.5% | +81.2% | +69.0% |
| 5Y | -4.6% | -33.2% | +28.6% | +8.1% |
| All | +390.4% | +25.0% | +365.5% | +275.2% |
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