+391.2%
DDOG vs VIG
+138.5%
+252.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | +5.6% | +3.1% | +2.6% | +2.0% |
| 30D | -34.9% | +5.0% | -39.9% | -38.8% |
| 3M | -23.4% | +2.7% | -26.1% | -26.1% |
| 6M | -7.7% | +11.0% | -18.7% | -18.9% |
| YTD | +35.6% | +16.0% | +19.7% | +12.8% |
| 1Y | -3.4% | +16.3% | -19.6% | -19.8% |
| 3Y | +78.0% | +66.8% | +11.1% | -3.0% |
| 5Y | -4.4% | +64.8% | -69.2% | -45.8% |
| All | +391.2% | +138.5% | +252.7% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling