+467.1%
DDOG vs VSH
+104.6%
+362.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -2.2% |
| 7D | -10.1% | +4.1% | -14.2% | -11.3% |
| 30D | -24.8% | -4.2% | -20.6% | -24.2% |
| 3M | -12.6% | -50.0% | +37.4% | +5.0% |
| 6M | +79.9% | +80.2% | -0.2% | +31.8% |
| YTD | +56.6% | +121.1% | -64.5% | +4.5% |
| 1Y | +61.6% | +112.0% | -50.4% | +8.3% |
| 3Y | +117.9% | +22.5% | +95.4% | +74.7% |
| 5Y | +54.2% | +64.0% | -9.8% | +6.9% |
| All | +467.1% | +104.6% | +362.5% | +201.3% |
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