+459.9%
DDOG vs URA
+439.9%
+19.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -2.5% |
| 7D | -6.1% | +8.1% | -14.2% | -8.9% |
| 30D | -10.1% | +5.8% | -15.9% | -12.4% |
| 3M | -9.3% | +3.4% | -12.7% | -11.5% |
| 6M | +67.2% | -2.6% | +69.8% | +63.3% |
| YTD | +54.6% | +11.2% | +43.4% | +40.0% |
| 1Y | +54.1% | +19.8% | +34.2% | +31.4% |
| 3Y | +115.3% | +121.5% | -6.2% | +27.9% |
| 5Y | +50.6% | +134.5% | -83.8% | -14.9% |
| All | +459.9% | +439.9% | +19.9% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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