+499.9%
DDOG vs VRSK
+17.2%
+482.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.4% | +5.7% | +6.3% |
| 7D | +7.7% | -5.4% | +13.1% | +11.2% |
| 30D | -13.6% | -1.8% | -11.9% | -12.9% |
| 3M | -0.9% | -2.2% | +1.3% | -1.4% |
| 6M | +75.2% | -14.9% | +90.1% | +89.3% |
| YTD | +65.7% | -20.0% | +85.7% | +85.1% |
| 1Y | +60.4% | -33.1% | +93.5% | +99.8% |
| 3Y | +130.7% | -25.6% | +156.3% | +151.9% |
| 5Y | +59.9% | -10.1% | +70.0% | +50.2% |
| All | +499.9% | +17.2% | +482.7% | +403.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling