+391.0%
DDOG vs VMC
+102.3%
+288.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.7% |
| 7D | -2.3% | -4.3% | +2.0% | -0.7% |
| 30D | -35.8% | +16.2% | -52.0% | -40.0% |
| 3M | -25.3% | -0.8% | -24.5% | -25.7% |
| 6M | -8.9% | +1.2% | -10.0% | -10.9% |
| YTD | +35.6% | +0.5% | +35.1% | +30.4% |
| 1Y | -6.8% | -2.9% | -3.9% | -9.0% |
| 3Y | +77.9% | +37.3% | +40.5% | +46.2% |
| 5Y | -3.1% | +48.8% | -51.9% | -24.4% |
| All | +391.0% | +102.3% | +288.7% | +371.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling