+63.3%
UBER vs DDOG
-3.5%
+66.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | -0.1% |
| 7D | +1.2% | -2.3% | +3.5% | +1.7% |
| 30D | -1.1% | -35.8% | +34.7% | +10.9% |
| 3M | -10.0% | -25.3% | +15.3% | -4.6% |
| 6M | -7.2% | -8.9% | +1.7% | -10.1% |
| YTD | -13.5% | +35.6% | -49.1% | -30.4% |
| 1Y | -24.5% | -6.8% | -17.7% | -29.8% |
| 3Y | +37.0% | +77.9% | -40.9% | -7.7% |
| 5Y | +63.3% | -3.1% | +66.4% | +25.2% |
| All | +63.3% | -3.5% | +66.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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