+124.0%
UBER vs DDOG
+427.7%
-303.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -3.9% | -10.1% | +6.3% | -0.9% |
| 30D | +11.1% | -24.8% | +35.9% | +19.2% |
| 3M | +4.9% | -12.6% | +17.5% | +6.9% |
| 6M | -1.2% | +79.9% | -81.1% | -23.1% |
| YTD | -7.3% | +56.6% | -63.9% | -25.7% |
| 1Y | -17.6% | +61.6% | -79.2% | -35.8% |
| 3Y | +61.1% | +117.9% | -56.8% | +7.3% |
| 5Y | +87.9% | +54.2% | +33.7% | +30.8% |
| All | +124.0% | +427.7% | -303.7% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling