+376.8%
DDOG vs USB
+43.5%
+333.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | -23.9% | 0.0% | -23.9% | -24.0% |
| 30D | -34.0% | +5.8% | -39.9% | -35.0% |
| 3M | -21.9% | -6.0% | -16.0% | -21.0% |
| 6M | +24.6% | +7.8% | +16.8% | +21.7% |
| YTD | +31.7% | +14.6% | +17.1% | +26.7% |
| 1Y | -6.2% | +31.8% | -37.9% | -12.8% |
| 3Y | +125.1% | +91.5% | +33.5% | +92.5% |
| 5Y | -3.5% | +22.0% | -25.5% | -12.3% |
| All | +376.8% | +43.5% | +333.4% | +321.3% |
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