+59.9%
DDOG vs UPS
-35.0%
+94.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.3% | +8.4% | +7.7% |
| 7D | +7.7% | -3.7% | +11.3% | +9.4% |
| 30D | -13.6% | -3.7% | -9.9% | -12.2% |
| 3M | -0.9% | -6.6% | +5.6% | +1.7% |
| 6M | +75.2% | +2.6% | +72.7% | +71.4% |
| YTD | +65.7% | +4.8% | +60.9% | +58.8% |
| 1Y | +60.4% | +25.3% | +35.1% | +39.9% |
| 3Y | +130.7% | -26.9% | +157.5% | +156.4% |
| 5Y | +59.9% | -33.5% | +93.4% | +99.6% |
| All | +59.9% | -35.0% | +94.8% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling