+391.0%
DDOG vs VSH
+88.1%
+302.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.8% | -5.4% | +0.6% |
| 7D | -2.3% | +12.8% | -15.1% | -6.4% |
| 30D | -35.8% | -9.0% | -26.8% | -34.2% |
| 3M | -25.3% | -12.2% | -13.1% | -23.3% |
| 6M | -8.9% | -15.9% | +7.1% | -11.5% |
| YTD | +35.6% | +103.2% | -67.7% | -8.1% |
| 1Y | -6.8% | +108.4% | -115.2% | -37.7% |
| 3Y | +77.9% | +41.6% | +36.3% | +29.5% |
| 5Y | -3.1% | +54.6% | -57.7% | -32.3% |
| All | +391.0% | +88.1% | +302.9% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling