+91.4%
UNH vs DDOG
+427.7%
-336.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.9% |
| 7D | +1.1% | -10.1% | +11.2% | +1.7% |
| 30D | -3.8% | -24.8% | +21.0% | -2.3% |
| 3M | +0.7% | -12.6% | +13.3% | +1.2% |
| 6M | +37.9% | +79.9% | -42.1% | +31.4% |
| YTD | +21.9% | +56.6% | -34.6% | +16.9% |
| 1Y | +31.4% | +61.6% | -30.2% | +25.2% |
| 3Y | -11.4% | +117.9% | -129.3% | -18.9% |
| 5Y | +2.5% | +54.2% | -51.7% | -6.7% |
| All | +91.4% | +427.7% | -336.3% | +24.5% |
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