+55.0%
DDOG vs VST
+761.6%
-706.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.7% |
| 7D | -10.1% | +8.9% | -19.1% | -12.1% |
| 30D | -24.8% | +6.2% | -31.0% | -26.0% |
| 3M | -12.6% | -2.7% | -9.9% | -13.0% |
| 6M | +79.9% | -8.4% | +88.3% | +79.9% |
| YTD | +56.6% | -7.2% | +63.8% | +55.0% |
| 1Y | +61.6% | -20.9% | +82.5% | +65.5% |
| 3Y | +117.9% | +384.0% | -266.1% | -7.1% |
| All | +55.0% | +761.6% | -706.6% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling