-3.4%
DDOG vs VST
-25.0%
+21.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +5.6% | +19.2% | -13.5% | +2.4% |
| 30D | -34.9% | -17.2% | -17.7% | -34.0% |
| 3M | -23.4% | -8.1% | -15.3% | -22.5% |
| 6M | -7.7% | -8.1% | +0.4% | -7.7% |
| YTD | +35.6% | -16.3% | +51.9% | +35.6% |
| 1Y | -3.4% | -24.1% | +20.7% | -1.3% |
| All | -3.4% | -25.0% | +21.6% | -1.3% |
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