+30.6%
DDOG vs VG
-44.6%
+75.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +2.9% | +14.0% | -11.1% | +1.7% |
| 30D | -31.6% | -1.0% | -30.6% | -31.5% |
| 3M | -27.0% | -2.7% | -24.3% | -26.9% |
| 6M | -10.3% | +1.5% | -11.8% | -10.8% |
| YTD | +35.4% | +93.7% | -58.3% | +22.9% |
| 1Y | -1.0% | +68.5% | -69.5% | -8.7% |
| All | +30.6% | -44.6% | +75.2% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling