+378.3%
DDOG vs URI
+832.7%
-454.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.9% | -6.6% | -1.7% |
| 7D | -16.9% | -4.0% | -12.9% | -15.7% |
| 30D | -38.8% | +6.8% | -45.5% | -39.8% |
| 3M | -23.2% | -2.8% | -20.4% | -22.6% |
| 6M | -10.3% | +20.9% | -31.1% | -16.0% |
| YTD | +32.1% | +40.2% | -8.2% | +15.2% |
| 1Y | -6.1% | +34.1% | -40.2% | -16.8% |
| 3Y | +79.2% | +164.1% | -84.9% | +24.6% |
| 5Y | -8.6% | +199.3% | -208.0% | -41.2% |
| All | +378.3% | +832.7% | -454.3% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling