+499.9%
DDOG vs VLO
+503.3%
-3.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +6.9% |
| 7D | +7.7% | +6.2% | +1.4% | +6.8% |
| 30D | -13.6% | +23.5% | -37.1% | -16.1% |
| 3M | -0.9% | +53.9% | -54.8% | -6.6% |
| 6M | +75.2% | +81.7% | -6.4% | +61.1% |
| YTD | +65.7% | +142.5% | -76.8% | +46.1% |
| 1Y | +60.4% | +145.4% | -85.1% | +41.3% |
| 3Y | +130.7% | +197.3% | -66.7% | +96.1% |
| 5Y | +59.9% | +614.6% | -554.7% | +25.1% |
| All | +499.9% | +503.3% | -3.4% | +340.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling