+79.2%
DDOG vs USAR
-14.5%
+93.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.2% | +0.1% |
| 7D | -16.9% | -1.1% | -15.8% | -16.9% |
| 30D | -38.8% | -30.3% | -8.5% | -38.3% |
| 3M | -23.2% | -54.7% | +31.5% | -22.1% |
| 6M | -10.3% | -67.5% | +57.2% | -8.7% |
| YTD | +32.1% | -26.4% | +58.5% | +33.7% |
| 1Y | -6.1% | -49.5% | +43.5% | -5.0% |
| 3Y | +79.2% | -14.5% | +93.7% | +69.6% |
| All | +79.2% | -14.5% | +93.7% | +69.6% |
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