+467.1%
DDOG vs VEU
+109.0%
+358.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.4% |
| 7D | -10.1% | +1.1% | -11.3% | -11.3% |
| 30D | -24.8% | +2.2% | -27.0% | -26.6% |
| 3M | -12.6% | +3.0% | -15.6% | -15.9% |
| 6M | +79.9% | +10.9% | +69.1% | +56.8% |
| YTD | +56.6% | +18.2% | +38.4% | +26.2% |
| 1Y | +61.6% | +28.3% | +33.3% | +18.3% |
| 3Y | +117.9% | +74.6% | +43.3% | +9.2% |
| 5Y | +54.2% | +56.4% | -2.1% | -11.3% |
| All | +467.1% | +109.0% | +358.1% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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