+467.1%
DDOG vs VCLT
-2.7%
+469.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -10.1% | -0.5% | -9.6% | -9.8% |
| 30D | -24.8% | -0.9% | -24.0% | -24.4% |
| 3M | -12.6% | -3.2% | -9.3% | -10.5% |
| 6M | +79.9% | -3.8% | +83.8% | +84.9% |
| YTD | +56.6% | -2.0% | +58.6% | +58.8% |
| 1Y | +61.6% | -0.8% | +62.4% | +62.4% |
| 3Y | +117.9% | +12.3% | +105.6% | +97.5% |
| 5Y | +54.2% | -15.4% | +69.6% | +64.3% |
| All | +467.1% | -2.7% | +469.7% | +567.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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