+467.1%
DDOG vs UPS
+13.7%
+453.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -10.1% | -2.9% | -7.3% | -9.1% |
| 30D | -24.8% | -3.5% | -21.3% | -23.5% |
| 3M | -12.6% | -5.7% | -6.9% | -10.7% |
| 6M | +79.9% | -4.4% | +84.3% | +81.3% |
| YTD | +56.6% | +8.0% | +48.6% | +49.3% |
| 1Y | +61.6% | +29.0% | +32.5% | +42.0% |
| 3Y | +117.9% | -27.7% | +145.6% | +139.3% |
| 5Y | +54.2% | -34.3% | +88.6% | +77.9% |
| All | +467.1% | +13.7% | +453.3% | +353.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling