+378.3%
DDOG vs VST
+477.1%
-98.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.3% | -7.0% | -1.4% |
| 7D | -16.9% | -0.5% | -16.4% | -16.7% |
| 30D | -38.8% | -17.1% | -21.7% | -36.1% |
| 3M | -23.2% | -4.6% | -18.6% | -22.6% |
| 6M | -10.3% | -9.1% | -1.2% | -9.6% |
| YTD | +32.1% | -16.6% | +48.7% | +34.1% |
| 1Y | -6.1% | -29.5% | +23.4% | -1.0% |
| 3Y | +79.2% | +297.5% | -218.3% | +10.9% |
| 5Y | -8.6% | +654.5% | -663.2% | -51.6% |
| All | +378.3% | +477.1% | -98.7% | +171.1% |
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 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