+59.9%
DDOG vs VIG
+62.2%
-2.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.7% | +8.0% |
| 7D | +7.7% | -1.2% | +8.8% | +9.7% |
| 30D | -13.6% | -2.8% | -10.8% | -9.6% |
| 3M | -0.9% | +2.5% | -3.4% | -5.0% |
| 6M | +75.2% | +8.1% | +67.1% | +52.6% |
| YTD | +65.7% | +9.6% | +56.1% | +41.0% |
| 1Y | +60.4% | +14.2% | +46.2% | +27.2% |
| 3Y | +130.7% | +56.1% | +74.6% | +2.5% |
| 5Y | +59.9% | +62.8% | -3.0% | -28.8% |
| All | +59.9% | +62.2% | -2.4% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling