+19.8%
DDOG vs VO
+16.3%
+3.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.9% | -15.3% | -15.0% |
| 7D | -32.2% | +1.0% | -33.2% | -32.7% |
| 30D | -31.7% | +2.6% | -34.4% | -32.9% |
| 3M | -34.5% | -0.3% | -34.2% | -34.3% |
| 6M | +28.7% | +7.6% | +21.1% | +23.2% |
| YTD | +38.8% | +14.7% | +24.0% | +26.4% |
| 1Y | +19.8% | +16.4% | +3.4% | +8.8% |
| All | +19.8% | +16.3% | +3.5% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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