+490.5%
DDOG vs VMC
+77.9%
+412.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +3.2% | -3.7% | +6.9% | +4.7% |
| 30D | -10.2% | -12.8% | +2.6% | -5.4% |
| 3M | -2.6% | -7.9% | +5.3% | -0.2% |
| 6M | +80.1% | -7.5% | +87.7% | +81.9% |
| YTD | +63.0% | -11.6% | +74.7% | +66.1% |
| 1Y | +59.4% | -14.3% | +73.6% | +64.5% |
| 3Y | +127.0% | +18.5% | +108.5% | +99.4% |
| 5Y | +61.7% | +46.8% | +14.9% | +31.4% |
| All | +490.5% | +77.9% | +412.5% | +500.8% |
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