+459.9%
DDOG vs VIG
+126.6%
+333.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.3% |
| 7D | -6.1% | -0.4% | -5.7% | -5.6% |
| 30D | -10.1% | -2.1% | -8.0% | -7.9% |
| 3M | -9.3% | +3.3% | -12.6% | -12.8% |
| 6M | +67.2% | +9.3% | +57.9% | +49.8% |
| YTD | +54.6% | +10.1% | +44.4% | +37.2% |
| 1Y | +54.1% | +14.7% | +39.4% | +30.4% |
| 3Y | +115.3% | +56.9% | +58.3% | +26.9% |
| 5Y | +50.6% | +62.9% | -12.3% | -11.5% |
| All | +459.9% | +126.6% | +333.3% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling