+467.1%
DDOG vs VMC
+86.5%
+380.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -10.1% | -4.3% | -5.8% | -8.6% |
| 30D | -24.8% | -8.2% | -16.6% | -22.1% |
| 3M | -12.6% | -7.0% | -5.5% | -10.7% |
| 6M | +79.9% | -10.8% | +90.7% | +84.9% |
| YTD | +56.6% | -7.4% | +64.0% | +56.8% |
| 1Y | +61.6% | -9.5% | +71.1% | +63.3% |
| 3Y | +117.9% | +20.5% | +97.4% | +90.5% |
| 5Y | +54.2% | +51.6% | +2.7% | +23.5% |
| All | +467.1% | +86.5% | +380.6% | +467.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling