+378.3%
DDOG vs USB
+47.1%
+331.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.2% |
| 7D | -16.9% | +0.8% | -17.6% | -17.1% |
| 30D | -38.8% | +6.8% | -45.5% | -39.7% |
| 3M | -23.2% | -3.8% | -19.4% | -22.7% |
| 6M | -10.3% | +11.7% | -22.0% | -13.0% |
| YTD | +32.1% | +17.5% | +14.6% | +26.4% |
| 1Y | -6.1% | +33.8% | -39.8% | -12.9% |
| 3Y | +79.2% | +104.2% | -25.0% | +51.4% |
| 5Y | -8.6% | +26.4% | -35.0% | -17.5% |
| All | +378.3% | +47.1% | +331.3% | +320.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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