-6.2%
DDOG vs URI
+26.0%
-32.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.5% |
| 7D | -23.9% | -9.8% | -14.1% | -23.4% |
| 30D | -34.0% | +1.7% | -35.8% | -33.5% |
| 3M | -21.9% | -9.1% | -12.9% | -21.9% |
| 6M | +24.6% | +9.9% | +14.7% | +25.8% |
| YTD | +31.7% | +31.2% | +0.4% | +30.9% |
| 1Y | -6.2% | +25.9% | -32.1% | -3.6% |
| All | -6.2% | +26.0% | -32.2% | -3.6% |
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