+121.1%
DDOG vs UPS
-27.1%
+148.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.3% | +8.4% | +7.4% |
| 7D | +7.7% | -3.7% | +11.3% | +8.5% |
| 30D | -13.6% | -3.7% | -9.9% | -12.9% |
| 3M | -0.9% | -6.6% | +5.6% | +0.4% |
| 6M | +75.2% | +2.6% | +72.7% | +73.7% |
| YTD | +65.7% | +4.8% | +60.9% | +62.5% |
| 1Y | +60.4% | +25.3% | +35.1% | +50.2% |
| All | +121.1% | -27.1% | +148.2% | +144.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling