-6.8%
DDOG vs URI
+36.1%
-42.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +3.0% |
| 7D | -2.3% | +2.4% | -4.7% | -2.5% |
| 30D | -35.8% | +8.9% | -44.7% | -35.8% |
| 3M | -25.3% | +0.8% | -26.1% | -25.7% |
| 6M | -8.9% | +23.1% | -32.0% | -8.6% |
| YTD | +35.6% | +43.1% | -7.5% | +34.4% |
| 1Y | -6.8% | +35.7% | -42.5% | -5.6% |
| All | -6.8% | +36.1% | -42.9% | -5.6% |
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