+76.7%
DDOG vs USAR
-20.4%
+97.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | +2.9% | -0.8% | +3.6% | +2.9% |
| 30D | -31.6% | -20.9% | -10.7% | -31.2% |
| 3M | -27.0% | -56.2% | +29.2% | -25.8% |
| 6M | -10.3% | -67.9% | +57.6% | -8.6% |
| YTD | +35.4% | -31.4% | +66.9% | +37.3% |
| 1Y | -1.0% | -45.1% | +44.1% | +0.5% |
| 3Y | +76.7% | -20.3% | +97.0% | +65.9% |
| All | +76.7% | -20.4% | +97.0% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling