+365.0%
DDOG vs VT
+129.6%
+235.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.1% | -3.4% | -2.0% |
| 7D | -34.3% | -4.2% | -30.1% | -30.4% |
| 30D | -37.2% | -5.8% | -31.4% | -31.8% |
| 3M | -38.3% | -5.2% | -33.1% | -33.5% |
| 6M | +19.8% | +0.1% | +19.7% | +19.0% |
| YTD | +28.4% | +8.2% | +20.2% | +14.4% |
| 1Y | +12.7% | +10.1% | +2.5% | -2.0% |
| 3Y | +112.8% | +69.7% | +43.2% | +3.1% |
| 5Y | -5.9% | +53.4% | -59.3% | -46.1% |
| All | +365.0% | +129.6% | +235.4% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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