+125.1%
DDOG vs URI
+138.8%
-13.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.2% |
| 7D | -23.9% | -9.8% | -14.1% | -21.6% |
| 30D | -34.0% | +1.7% | -35.8% | -34.0% |
| 3M | -21.9% | -9.1% | -12.9% | -19.9% |
| 6M | +24.6% | +9.9% | +14.7% | +20.5% |
| YTD | +31.7% | +31.2% | +0.4% | +17.5% |
| 1Y | -6.2% | +25.9% | -32.1% | -14.8% |
| 3Y | +125.1% | +147.4% | -22.3% | +53.2% |
| All | +125.1% | +138.8% | -13.7% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling