+19.8%
DDOG vs VLO
+120.8%
-100.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -5.8% | -8.7% | -13.2% |
| 7D | -32.2% | -6.0% | -26.3% | -31.2% |
| 30D | -31.7% | -12.9% | -18.9% | -30.1% |
| 3M | -34.5% | +18.3% | -52.8% | -37.7% |
| 6M | +28.7% | +46.4% | -17.8% | +17.4% |
| YTD | +38.8% | +127.7% | -89.0% | +3.3% |
| 1Y | +19.8% | +120.6% | -100.8% | -7.7% |
| All | +19.8% | +120.8% | -100.9% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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