+76.7%
DDOG vs VSXY
+455.0%
-378.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.3% |
| 7D | +2.9% | -1.7% | +4.6% | +3.0% |
| 30D | -31.6% | +20.1% | -51.7% | -32.6% |
| 3M | -27.0% | +16.6% | -43.6% | -28.0% |
| 6M | -10.3% | +134.9% | -145.2% | -17.9% |
| YTD | +35.4% | +96.0% | -60.6% | +25.0% |
| 1Y | -1.0% | +203.8% | -204.8% | -15.2% |
| 3Y | +76.7% | +465.3% | -388.7% | +32.6% |
| All | +76.7% | +455.0% | -378.3% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling