+489.1%
DDOG vs VRSK
+16.0%
+473.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.9% | -5.2% | +9.1% | +7.1% |
| 30D | -8.2% | -2.3% | -5.9% | -7.1% |
| 3M | -5.6% | -2.9% | -2.6% | -5.7% |
| 6M | +73.5% | -12.8% | +86.3% | +84.5% |
| YTD | +62.7% | -20.8% | +83.5% | +82.9% |
| 1Y | +59.0% | -33.2% | +92.2% | +98.1% |
| 3Y | +117.1% | -26.6% | +143.7% | +139.0% |
| 5Y | +61.3% | -11.3% | +72.6% | +52.7% |
| All | +489.1% | +16.0% | +473.1% | +397.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling