+61.7%
DDOG vs VTR
+90.0%
-28.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.9% |
| 7D | +3.2% | -1.8% | +5.1% | +3.7% |
| 30D | -10.2% | +4.0% | -14.2% | -11.1% |
| 3M | -2.6% | +7.8% | -10.4% | -4.8% |
| 6M | +80.1% | +6.4% | +73.8% | +76.1% |
| YTD | +63.0% | +18.3% | +44.7% | +54.0% |
| 1Y | +59.4% | +33.9% | +25.4% | +44.3% |
| 3Y | +127.0% | +134.3% | -7.3% | +57.4% |
| 5Y | +61.7% | +90.3% | -28.6% | +13.5% |
| All | +61.7% | +90.0% | -28.4% | +13.5% |
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