-3.4%
DDOG vs VG
+71.2%
-74.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.2% |
| 7D | +5.6% | +15.1% | -9.5% | +4.9% |
| 30D | -34.9% | -4.2% | -30.7% | -34.9% |
| 3M | -23.4% | -3.1% | -20.3% | -23.3% |
| 6M | -7.7% | +0.3% | -8.1% | -7.5% |
| YTD | +35.6% | +95.5% | -59.8% | +26.6% |
| 1Y | -3.4% | +64.4% | -67.8% | -7.3% |
| All | -3.4% | +71.2% | -74.5% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling