+99.8%
DDOG vs USAR
+68.6%
+31.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.4% | +10.6% | +7.2% |
| 7D | +7.7% | -4.4% | +12.1% | +7.7% |
| 30D | -13.6% | -10.4% | -3.2% | -13.5% |
| 3M | -0.9% | -18.4% | +17.5% | -0.7% |
| 6M | +75.2% | -8.8% | +84.0% | +74.9% |
| YTD | +65.7% | +43.4% | +22.3% | +65.5% |
| 1Y | +60.4% | +21.0% | +39.4% | +61.5% |
| 3Y | +130.7% | +67.7% | +62.9% | +103.9% |
| All | +99.8% | +68.6% | +31.2% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling