+376.8%
DDOG vs VST
+437.8%
-61.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.6% | -8.0% | +0.1% |
| 7D | -23.9% | -9.8% | -14.1% | -21.9% |
| 30D | -34.0% | -25.1% | -8.9% | -29.5% |
| 3M | -21.9% | -11.6% | -10.3% | -19.8% |
| 6M | +24.6% | -20.9% | +45.5% | +29.3% |
| YTD | +31.7% | -22.3% | +54.0% | +35.9% |
| 1Y | -6.2% | -32.0% | +25.8% | -0.2% |
| 3Y | +125.1% | +262.4% | -137.3% | +42.3% |
| 5Y | -3.5% | +563.4% | -566.9% | -47.6% |
| All | +376.8% | +437.8% | -61.0% | +174.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling