+489.1%
DDOG vs VTR
+61.8%
+427.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +3.9% | -0.3% | +4.2% | +3.9% |
| 30D | -8.2% | +1.1% | -9.3% | -8.4% |
| 3M | -5.6% | +7.9% | -13.5% | -6.9% |
| 6M | +73.5% | +6.2% | +67.3% | +71.2% |
| YTD | +62.7% | +17.7% | +44.9% | +57.5% |
| 1Y | +59.0% | +32.9% | +26.1% | +50.6% |
| 3Y | +117.1% | +129.7% | -12.6% | +83.7% |
| 5Y | +61.3% | +89.3% | -28.0% | +40.0% |
| All | +489.1% | +61.8% | +427.3% | +324.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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