+365.0%
DDOG vs VST
+386.5%
-21.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -6.2% | -1.3% | -6.1% |
| 7D | -34.3% | -19.9% | -14.4% | -30.7% |
| 30D | -37.2% | -29.7% | -7.6% | -31.9% |
| 3M | -38.3% | -19.6% | -18.8% | -35.3% |
| 6M | +19.8% | -29.4% | +49.2% | +27.8% |
| YTD | +28.4% | -29.7% | +58.1% | +35.8% |
| 1Y | +12.7% | -40.0% | +52.7% | +23.3% |
| 3Y | +112.8% | +231.0% | -118.2% | +37.5% |
| 5Y | -5.9% | +500.1% | -505.9% | -47.6% |
| All | +365.0% | +386.5% | -21.5% | +174.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling