+118.0%
DDOG vs VSH
+33.6%
+84.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.6% |
| 7D | -10.1% | +4.1% | -14.2% | -10.8% |
| 30D | -24.8% | -4.2% | -20.6% | -24.5% |
| 3M | -12.6% | -50.0% | +37.4% | -2.4% |
| 6M | +79.9% | +80.2% | -0.2% | +46.9% |
| YTD | +56.6% | +121.1% | -64.5% | +19.9% |
| 1Y | +61.6% | +112.0% | -50.4% | +24.1% |
| All | +118.0% | +33.6% | +84.4% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 3y: compounded portfolio wealth divided by compounded VSH 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…
3y analysis · Full analysis span regression · 6 months rolling