-10.1%
DDOG vs VST
-30.9%
+20.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.3% | -7.0% | -0.9% |
| 7D | -16.9% | -0.5% | -16.4% | -16.7% |
| 30D | -38.8% | -17.1% | -21.7% | -37.9% |
| 3M | -23.2% | -4.6% | -18.6% | -22.3% |
| 6M | -10.3% | -9.1% | -1.2% | -10.0% |
| YTD | +32.1% | -16.6% | +48.7% | +32.2% |
| All | -10.1% | -30.9% | +20.8% | -6.6% |
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