+19.8%
DDOG vs VSXY
+210.1%
-190.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +8.4% | -22.8% | -13.5% |
| 7D | -32.2% | +14.2% | -46.4% | -31.2% |
| 30D | -31.7% | +21.9% | -53.6% | -30.2% |
| 3M | -34.5% | +22.1% | -56.6% | -32.7% |
| 6M | +28.7% | +116.7% | -88.0% | +43.0% |
| YTD | +38.8% | +101.1% | -62.4% | +52.9% |
| 1Y | +19.8% | +208.0% | -188.2% | +43.2% |
| All | +19.8% | +210.1% | -190.3% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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