-1.0%
DDOG vs VMC
-5.0%
+4.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.3% |
| 7D | +2.9% | -1.3% | +4.1% | +2.4% |
| 30D | -31.6% | +15.5% | -47.1% | -28.8% |
| 3M | -27.0% | +0.6% | -27.6% | -26.3% |
| 6M | -10.3% | +2.1% | -12.4% | -8.8% |
| YTD | +35.4% | -1.6% | +37.0% | +34.6% |
| 1Y | -1.0% | -1.2% | +0.2% | -1.6% |
| All | -1.0% | -5.0% | +4.0% | -1.6% |
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