+59.0%
DDOG vs VRSK
-32.3%
+91.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.9% | -5.2% | +9.1% | +5.4% |
| 30D | -8.2% | -2.3% | -5.9% | -7.5% |
| 3M | -5.6% | -2.9% | -2.6% | -6.1% |
| 6M | +73.5% | -12.8% | +86.3% | +73.1% |
| YTD | +62.7% | -20.8% | +83.5% | +68.0% |
| 1Y | +59.0% | -33.2% | +92.2% | +64.3% |
| All | +59.0% | -32.3% | +91.3% | +64.3% |
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