-1.0%
DDOG vs VLO
+117.8%
-118.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | +2.9% | +9.6% | -6.8% | +1.2% |
| 30D | -31.6% | -17.4% | -14.2% | -30.3% |
| 3M | -27.0% | +10.8% | -37.8% | -28.6% |
| 6M | -10.3% | +56.9% | -67.2% | -15.9% |
| YTD | +35.4% | +136.8% | -101.4% | +19.2% |
| 1Y | -1.0% | +120.7% | -121.6% | -9.9% |
| All | -1.0% | +117.8% | -118.8% | -9.9% |
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