+76.9%
DDOG vs URI
+159.0%
-82.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +2.2% |
| 7D | -2.3% | +2.6% | -4.9% | -2.9% |
| 30D | -35.8% | +9.1% | -44.9% | -37.0% |
| 3M | -25.3% | +1.0% | -26.3% | -25.5% |
| 6M | -8.9% | +23.3% | -32.2% | -14.4% |
| YTD | +35.6% | +43.3% | -7.7% | +18.5% |
| 1Y | -6.8% | +35.9% | -42.7% | -16.8% |
| All | +76.9% | +159.0% | -82.2% | +24.7% |
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