+50.6%
DDOG vs VMC
+52.4%
-1.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.2% |
| 7D | -6.1% | -0.5% | -5.5% | -5.9% |
| 30D | -10.1% | -9.1% | -1.0% | -4.8% |
| 3M | -9.3% | -4.1% | -5.1% | -8.3% |
| 6M | +67.2% | -5.5% | +72.7% | +66.8% |
| YTD | +54.6% | -8.9% | +63.5% | +54.6% |
| 1Y | +54.1% | -12.9% | +67.0% | +59.2% |
| 3Y | +115.3% | +22.1% | +93.1% | +53.7% |
| 5Y | +50.6% | +52.7% | -2.1% | -7.0% |
| All | +50.6% | +52.4% | -1.8% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling