-10.4%
DDOG vs URA
-32.0%
+21.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.8% | +1.7% |
| 7D | -23.9% | -4.1% | -19.8% | -23.2% |
| 30D | -34.0% | -19.0% | -15.0% | -31.8% |
| 3M | -21.9% | -25.1% | +3.2% | -18.8% |
| 6M | +24.6% | -44.5% | +69.1% | +34.1% |
| YTD | +31.7% | -24.3% | +56.0% | +26.7% |
| All | -10.4% | -32.0% | +21.7% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling