+391.2%
DDOG vs VMC
+99.3%
+291.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.6% |
| 7D | +5.6% | -1.7% | +7.3% | +6.3% |
| 30D | -34.9% | +15.3% | -50.2% | -38.9% |
| 3M | -23.4% | +0.3% | -23.7% | -24.3% |
| 6M | -7.7% | +0.9% | -8.6% | -9.7% |
| YTD | +35.6% | -1.0% | +36.7% | +31.1% |
| 1Y | -3.4% | -4.3% | +1.0% | -5.2% |
| 3Y | +78.0% | +35.3% | +42.6% | +47.0% |
| 5Y | -4.4% | +44.4% | -48.8% | -24.8% |
| All | +391.2% | +99.3% | +291.9% | +374.2% |
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