-5.9%
DDOG vs USB
+22.2%
-28.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.1% | -5.4% | -6.7% |
| 7D | -34.3% | -1.5% | -32.9% | -34.0% |
| 30D | -37.2% | +4.3% | -41.5% | -38.4% |
| 3M | -38.3% | -6.1% | -32.3% | -37.1% |
| 6M | +19.8% | +9.4% | +10.4% | +14.6% |
| YTD | +28.4% | +15.2% | +13.2% | +20.2% |
| 1Y | +12.7% | +32.8% | -20.1% | -0.6% |
| 3Y | +112.8% | +91.3% | +21.5% | +60.7% |
| 5Y | -5.9% | +22.7% | -28.5% | -13.5% |
| All | -5.9% | +22.2% | -28.1% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling