+61.6%
DDOG vs VMC
-8.5%
+70.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.7% |
| 7D | -10.1% | -4.3% | -5.8% | -10.6% |
| 30D | -24.8% | -8.2% | -16.6% | -25.7% |
| 3M | -12.6% | -7.0% | -5.5% | -13.6% |
| 6M | +79.9% | -10.8% | +90.7% | +76.4% |
| YTD | +56.6% | -7.4% | +64.0% | +51.4% |
| 1Y | +61.6% | -9.5% | +71.1% | +61.1% |
| All | +61.6% | -8.5% | +70.1% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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