+59.4%
DDOG vs UPS
+26.3%
+33.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -1.7% |
| 7D | +3.2% | -3.4% | +6.7% | +3.7% |
| 30D | -10.2% | -2.7% | -7.4% | -9.8% |
| 3M | -2.6% | -1.6% | -1.0% | -2.0% |
| 6M | +80.1% | +2.3% | +77.8% | +80.1% |
| YTD | +63.0% | +5.6% | +57.5% | +61.5% |
| 1Y | +59.4% | +27.1% | +32.3% | +51.6% |
| All | +59.4% | +26.3% | +33.1% | +51.6% |
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