+459.9%
DDOG vs VTR
+61.6%
+398.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | -6.1% | -2.4% | -3.7% | -5.7% |
| 30D | -10.1% | -3.7% | -6.4% | -9.6% |
| 3M | -9.3% | +13.5% | -22.8% | -11.2% |
| 6M | +67.2% | +7.2% | +60.0% | +64.7% |
| YTD | +54.6% | +17.6% | +37.0% | +49.8% |
| 1Y | +54.1% | +35.4% | +18.7% | +45.5% |
| 3Y | +115.3% | +132.8% | -17.6% | +81.7% |
| 5Y | +50.6% | +88.7% | -38.0% | +30.8% |
| All | +459.9% | +61.6% | +398.3% | +303.4% |
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