+391.0%
DDOG vs VTR
+63.5%
+327.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | -2.3% | +1.4% | -3.7% | -2.5% |
| 30D | -35.8% | +8.2% | -44.1% | -36.7% |
| 3M | -25.3% | +4.6% | -29.9% | -26.0% |
| 6M | -8.9% | +4.3% | -13.2% | -10.0% |
| YTD | +35.6% | +19.0% | +16.6% | +30.8% |
| 1Y | -6.8% | +21.6% | -28.4% | -10.5% |
| 3Y | +77.9% | +132.2% | -54.3% | +50.2% |
| 5Y | -3.1% | +94.4% | -97.5% | -16.3% |
| All | +391.0% | +63.5% | +327.5% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling