+125.1%
DDOG vs URA
+36.0%
+89.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.8% | +1.5% |
| 7D | -23.9% | -4.1% | -19.8% | -23.0% |
| 30D | -34.0% | -19.0% | -15.0% | -30.6% |
| 3M | -21.9% | -25.1% | +3.2% | -16.8% |
| 6M | +24.6% | -44.5% | +69.1% | +40.9% |
| YTD | +31.7% | -24.3% | +56.0% | +34.5% |
| 1Y | -6.2% | -28.1% | +21.9% | -2.9% |
| 3Y | +125.1% | +40.7% | +84.4% | +66.5% |
| All | +125.1% | +36.0% | +89.1% | +66.5% |
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 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