+60.4%
DDOG vs VLO
+150.4%
-90.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +6.8% |
| 7D | +7.7% | +6.2% | +1.4% | +6.2% |
| 30D | -13.6% | +23.5% | -37.1% | -17.6% |
| 3M | -0.9% | +53.9% | -54.8% | -9.5% |
| 6M | +75.2% | +81.7% | -6.4% | +52.7% |
| YTD | +65.7% | +142.5% | -76.8% | +29.7% |
| 1Y | +60.4% | +145.4% | -85.1% | +28.5% |
| All | +60.4% | +150.4% | -90.1% | +28.5% |
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