-3.4%
DDOG vs URA
-29.1%
+25.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.8% |
| 7D | +5.6% | +4.5% | +1.2% | +4.7% |
| 30D | -34.9% | -13.4% | -21.5% | -33.3% |
| 3M | -23.4% | -28.4% | +5.0% | -20.0% |
| 6M | -7.7% | -40.5% | +32.7% | -1.5% |
| YTD | +35.6% | -24.3% | +59.9% | +30.0% |
| 1Y | -3.4% | -28.8% | +25.5% | -5.5% |
| All | -3.4% | -29.1% | +25.7% | -5.5% |
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 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