-10.7%
DDOG vs USAR
-55.1%
+44.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | +0.4% |
| 7D | -19.1% | -9.1% | -10.0% | -18.3% |
| 30D | -39.2% | -36.9% | -2.2% | -36.5% |
| 3M | -31.6% | -58.4% | +26.8% | -26.3% |
| 6M | -10.9% | -70.6% | +59.8% | -2.0% |
| YTD | +31.2% | -33.4% | +64.6% | +31.6% |
| 1Y | -10.7% | -54.0% | +43.4% | -7.9% |
| All | -10.7% | -55.1% | +44.5% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling