-9.8%
DDOG vs VST
-29.0%
+19.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.3% |
| 7D | -19.1% | -6.0% | -13.1% | -18.3% |
| 30D | -39.2% | -18.8% | -20.4% | -38.1% |
| 3M | -31.6% | -8.0% | -23.6% | -30.5% |
| 6M | -10.9% | -10.9% | +0.1% | -10.3% |
| YTD | +31.2% | -18.3% | +49.5% | +31.6% |
| All | -9.8% | -29.0% | +19.2% | -7.0% |
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