+117.6%
DDOG vs VIVK
-100.0%
+217.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.6% |
| 7D | +3.2% | -9.5% | +12.7% | +3.4% |
| 30D | -10.2% | -35.1% | +25.0% | -9.6% |
| 3M | -2.6% | -93.4% | +90.8% | +0.7% |
| 6M | +80.1% | -98.0% | +178.1% | +88.2% |
| YTD | +63.0% | -97.9% | +160.9% | +71.2% |
| 1Y | +59.4% | -100.0% | +159.3% | +62.5% |
| All | +117.6% | -100.0% | +217.6% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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