-3.4%
DDOG vs VIG
+16.6%
-20.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | +5.6% | +3.1% | +2.6% | +4.4% |
| 30D | -34.9% | +5.0% | -39.9% | -36.2% |
| 3M | -23.4% | +2.7% | -26.1% | -24.0% |
| 6M | -7.7% | +11.0% | -18.7% | -12.7% |
| YTD | +35.6% | +16.0% | +19.7% | +20.2% |
| 1Y | -3.4% | +16.3% | -19.6% | -14.9% |
| All | -3.4% | +16.6% | -20.0% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling