+50.6%
DDOG vs VO
+43.2%
+7.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.3% |
| 7D | -6.1% | +0.6% | -6.7% | -7.1% |
| 30D | -10.1% | -1.1% | -9.1% | -8.4% |
| 3M | -9.3% | +4.5% | -13.8% | -15.8% |
| 6M | +67.2% | +11.1% | +56.1% | +38.6% |
| YTD | +54.6% | +13.5% | +41.1% | +23.5% |
| 1Y | +54.1% | +14.5% | +39.6% | +21.1% |
| 3Y | +115.3% | +58.1% | +57.2% | -8.7% |
| 5Y | +50.6% | +43.3% | +7.3% | -11.0% |
| All | +50.6% | +43.2% | +7.4% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling