-3.6%
DDOG vs URA
+25.6%
-29.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.5% |
| 7D | +2.9% | -1.5% | +4.4% | +3.4% |
| 30D | -31.6% | -10.4% | -21.2% | -28.2% |
| 3M | -27.0% | -29.6% | +2.6% | -16.0% |
| 6M | -10.3% | -40.3% | +30.0% | +9.2% |
| YTD | +35.4% | -25.5% | +60.9% | +42.0% |
| 1Y | -1.0% | -26.4% | +25.4% | +4.1% |
| 3Y | +76.7% | +31.4% | +45.2% | +17.7% |
| All | -3.6% | +25.6% | -29.2% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling