+61.6%
DDOG vs VST
-20.6%
+82.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -0.9% |
| 7D | -10.1% | +8.9% | -19.1% | -10.3% |
| 30D | -24.8% | +6.2% | -31.0% | -24.9% |
| 3M | -12.6% | -2.7% | -9.9% | -12.9% |
| 6M | +79.9% | -8.4% | +88.3% | +80.1% |
| YTD | +56.6% | -7.2% | +63.8% | +56.2% |
| 1Y | +61.6% | -20.9% | +82.5% | +64.6% |
| All | +61.6% | -20.6% | +82.2% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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