+467.1%
DDOG vs USB
+51.5%
+415.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -10.1% | +1.4% | -11.6% | -10.5% |
| 30D | -24.8% | -1.3% | -23.5% | -24.6% |
| 3M | -12.6% | +15.2% | -27.8% | -15.5% |
| 6M | +79.9% | +18.8% | +61.1% | +71.9% |
| YTD | +56.6% | +21.0% | +35.6% | +49.1% |
| 1Y | +61.6% | +34.0% | +27.6% | +50.0% |
| 3Y | +117.9% | +95.3% | +22.6% | +85.3% |
| 5Y | +54.2% | +40.4% | +13.9% | +37.8% |
| All | +467.1% | +51.5% | +415.6% | +395.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling