+61.6%
DDOG vs VRSK
-30.3%
+91.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.2% |
| 7D | -10.1% | -3.1% | -7.0% | -9.3% |
| 30D | -24.8% | -1.6% | -23.2% | -24.7% |
| 3M | -12.6% | +3.5% | -16.1% | -14.7% |
| 6M | +79.9% | -13.4% | +93.3% | +78.3% |
| YTD | +56.6% | -16.5% | +73.1% | +59.3% |
| 1Y | +61.6% | -30.6% | +92.2% | +69.1% |
| All | +61.6% | -30.3% | +91.8% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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