+104.1%
DDOG vs VSXY
+37.5%
+66.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.7% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | -8.2% | -18.7% | +10.5% | -5.6% |
| 3M | -5.6% | -4.0% | -1.6% | -5.8% |
| 6M | +73.5% | +67.5% | +6.0% | +52.1% |
| YTD | +62.7% | +39.7% | +23.0% | +46.2% |
| 1Y | +59.0% | +180.0% | -121.0% | +20.6% |
| 3Y | +117.1% | +337.3% | -220.2% | +31.0% |
| 5Y | +61.3% | +22.7% | +38.6% | +33.6% |
| All | +104.1% | +37.5% | +66.5% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling