+376.8%
DDOG vs URA
+267.6%
+109.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.8% | +0.8% |
| 7D | -23.9% | -4.1% | -19.8% | -22.5% |
| 30D | -34.0% | -19.0% | -15.0% | -28.1% |
| 3M | -21.9% | -25.1% | +3.2% | -13.0% |
| 6M | +24.6% | -44.5% | +69.1% | +53.4% |
| YTD | +31.7% | -24.3% | +56.0% | +38.2% |
| 1Y | -6.2% | -28.1% | +21.9% | +0.4% |
| 3Y | +125.1% | +40.7% | +84.4% | +61.6% |
| 5Y | -3.5% | +35.5% | -38.9% | -32.6% |
| All | +376.8% | +267.6% | +109.2% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling