+96.4%
DDOG vs VSXY
+37.4%
+59.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.3% |
| 7D | -10.1% | -14.0% | +3.8% | -8.2% |
| 30D | -24.8% | -15.9% | -8.9% | -23.1% |
| 3M | -12.6% | +3.4% | -16.0% | -13.8% |
| 6M | +79.9% | +25.9% | +54.0% | +66.6% |
| YTD | +56.6% | +39.5% | +17.1% | +40.8% |
| 1Y | +61.6% | +194.4% | -132.8% | +21.2% |
| 3Y | +117.9% | +281.4% | -163.5% | +37.0% |
| 5Y | +54.2% | +12.8% | +41.5% | +28.0% |
| All | +96.4% | +37.4% | +59.1% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling