+76.7%
DDOG vs URA
+35.4%
+41.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | +2.9% | -1.5% | +4.4% | +3.2% |
| 30D | -31.6% | -10.4% | -21.2% | -29.7% |
| 3M | -27.0% | -29.6% | +2.6% | -21.4% |
| 6M | -10.3% | -40.3% | +30.0% | -0.4% |
| YTD | +35.4% | -25.5% | +60.9% | +38.7% |
| 1Y | -1.0% | -26.4% | +25.4% | +1.6% |
| 3Y | +76.7% | +31.4% | +45.2% | +41.2% |
| All | +76.7% | +35.4% | +41.2% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling