-10.7%
DDOG vs VG
+35.0%
-45.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -19.1% | -7.7% | -11.4% | -18.8% |
| 30D | -39.2% | -8.8% | -30.4% | -38.8% |
| 3M | -31.6% | -15.6% | -16.0% | -31.2% |
| 6M | -10.9% | +5.2% | -16.1% | -10.0% |
| YTD | +31.2% | +76.9% | -45.7% | +25.9% |
| 1Y | -10.7% | +42.5% | -53.2% | -13.2% |
| All | -10.7% | +35.0% | -45.7% | -13.2% |
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