+19.8%
DDOG vs VST
-35.7%
+55.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -13.8% | -0.6% | -12.6% |
| 7D | -32.2% | -15.7% | -16.5% | -30.7% |
| 30D | -31.7% | -17.0% | -14.7% | -29.9% |
| 3M | -34.5% | -15.9% | -18.6% | -32.7% |
| 6M | +28.7% | -25.0% | +53.6% | +32.3% |
| YTD | +38.8% | -25.1% | +63.9% | +42.0% |
| 1Y | +19.8% | -34.9% | +54.7% | +22.1% |
| All | +19.8% | -35.7% | +55.5% | +22.1% |
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