-10.1%
DDOG vs URI
+32.9%
-43.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.9% | -6.6% | -0.1% |
| 7D | -16.9% | -4.0% | -12.9% | -16.7% |
| 30D | -38.8% | +6.8% | -45.5% | -38.6% |
| 3M | -23.2% | -2.8% | -20.4% | -23.6% |
| 6M | -10.3% | +20.9% | -31.1% | -9.8% |
| YTD | +32.1% | +40.2% | -8.2% | +31.1% |
| All | -10.1% | +32.9% | -43.0% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling