+499.9%
DDOG vs VNQ
+32.6%
+467.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.0% | +8.2% | +7.9% |
| 7D | +7.7% | -0.9% | +8.5% | +8.3% |
| 30D | -13.6% | -2.2% | -11.4% | -12.3% |
| 3M | -0.9% | -1.9% | +1.0% | +0.2% |
| 6M | +75.2% | +3.2% | +72.0% | +69.4% |
| YTD | +65.7% | +9.4% | +56.3% | +52.9% |
| 1Y | +60.4% | +7.5% | +52.9% | +49.7% |
| 3Y | +130.7% | +31.1% | +99.6% | +81.6% |
| 5Y | +59.9% | +6.6% | +53.3% | +49.6% |
| All | +499.9% | +32.6% | +467.3% | +356.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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