+55.0%
DDOG vs URA
+128.0%
-73.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -1.2% |
| 7D | -10.1% | +1.1% | -11.2% | -10.5% |
| 30D | -24.8% | +7.4% | -32.2% | -27.2% |
| 3M | -12.6% | -8.4% | -4.2% | -10.6% |
| 6M | +79.9% | -12.7% | +92.7% | +83.6% |
| YTD | +56.6% | +7.8% | +48.8% | +42.6% |
| 1Y | +61.6% | +19.5% | +42.1% | +35.8% |
| 3Y | +117.9% | +116.4% | +1.5% | +22.2% |
| All | +55.0% | +128.0% | -73.0% | -16.0% |
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