+55.0%
DDOG vs URI
+200.7%
-145.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.5% |
| 7D | -10.1% | -2.0% | -8.2% | -9.3% |
| 30D | -24.8% | -12.9% | -11.9% | -20.5% |
| 3M | -12.6% | -6.7% | -5.9% | -11.0% |
| 6M | +79.9% | +19.0% | +61.0% | +58.6% |
| YTD | +56.6% | +25.5% | +31.0% | +32.5% |
| 1Y | +61.6% | +5.5% | +56.0% | +49.4% |
| 3Y | +117.9% | +111.3% | +6.6% | +25.3% |
| All | +55.0% | +200.7% | -145.6% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling