+459.9%
DDOG vs UUUU
+616.7%
-156.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | -6.1% | +2.8% | -8.9% | -6.6% |
| 30D | -10.1% | +3.4% | -13.5% | -10.9% |
| 3M | -9.3% | -3.9% | -5.4% | -9.6% |
| 6M | +67.2% | -23.2% | +90.4% | +70.5% |
| YTD | +54.6% | +0.6% | +54.0% | +45.5% |
| 1Y | +54.1% | +22.9% | +31.2% | +34.5% |
| 3Y | +115.3% | +98.6% | +16.6% | +54.7% |
| 5Y | +50.6% | +130.2% | -79.6% | +1.8% |
| All | +459.9% | +616.7% | -156.8% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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