+391.2%
DDOG vs URA
+267.8%
+123.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.5% |
| 7D | +5.6% | +4.5% | +1.2% | +3.7% |
| 30D | -34.9% | -13.4% | -21.5% | -30.9% |
| 3M | -23.4% | -28.4% | +5.0% | -13.3% |
| 6M | -7.7% | -40.5% | +32.7% | +10.8% |
| YTD | +35.6% | -24.3% | +59.9% | +42.2% |
| 1Y | -3.4% | -28.8% | +25.5% | +3.7% |
| 3Y | +78.0% | +37.6% | +40.3% | +28.9% |
| 5Y | -4.4% | +30.7% | -35.1% | -32.7% |
| All | +391.2% | +267.8% | +123.4% | +78.2% |
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