-3.6%
DDOG vs VTR
+92.3%
-95.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | 0.0% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | -31.6% | +5.5% | -37.1% | -32.7% |
| 3M | -27.0% | -0.9% | -26.1% | -27.1% |
| 6M | -10.3% | -0.4% | -9.9% | -10.9% |
| YTD | +35.4% | +17.0% | +18.4% | +27.2% |
| 1Y | -1.0% | +18.0% | -18.9% | -7.3% |
| 3Y | +76.7% | +127.4% | -50.7% | +19.7% |
| All | -3.6% | +92.3% | -95.8% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling