+79.2%
DDOG vs VLO
+216.6%
-137.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.6% | -0.4% |
| 7D | -16.9% | -6.5% | -10.4% | -15.4% |
| 30D | -38.8% | -17.8% | -21.0% | -36.1% |
| 3M | -23.2% | +19.6% | -42.8% | -26.9% |
| 6M | -10.3% | +49.3% | -59.5% | -19.0% |
| YTD | +32.1% | +122.4% | -90.3% | +6.4% |
| 1Y | -6.1% | +107.4% | -113.5% | -22.7% |
| 3Y | +79.2% | +223.1% | -143.9% | +24.0% |
| All | +79.2% | +216.6% | -137.4% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling