+375.1%
DDOG vs URA
+276.8%
+98.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.3% |
| 7D | -19.1% | +0.3% | -19.4% | -19.1% |
| 30D | -39.2% | -14.8% | -24.4% | -35.0% |
| 3M | -31.6% | -25.3% | -6.3% | -23.7% |
| 6M | -10.9% | -39.9% | +29.1% | +6.8% |
| YTD | +31.2% | -22.4% | +53.6% | +36.4% |
| 1Y | -10.7% | -29.0% | +18.3% | -3.8% |
| 3Y | +72.1% | +41.0% | +31.1% | +23.6% |
| 5Y | -5.5% | +38.3% | -43.8% | -34.6% |
| All | +375.1% | +276.8% | +98.3% | +71.0% |
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