+64.3%
DDOG vs VSXY
+19.2%
+45.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.5% | +10.7% | +7.7% |
| 7D | +7.7% | -10.7% | +18.4% | +9.3% |
| 30D | -13.6% | -24.3% | +10.6% | -9.9% |
| 3M | -0.9% | +1.0% | -1.9% | -2.0% |
| 6M | +75.2% | +57.4% | +17.9% | +54.5% |
| YTD | +65.7% | +39.8% | +25.9% | +47.9% |
| 1Y | +60.4% | +196.5% | -136.1% | +17.7% |
| 3Y | +130.7% | +357.2% | -226.6% | +30.0% |
| All | +64.3% | +19.2% | +45.0% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling