+490.5%
DDOG vs VTRS
-3.8%
+494.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.4% |
| 7D | +3.2% | -3.3% | +6.5% | +4.1% |
| 30D | -10.2% | +1.4% | -11.5% | -10.6% |
| 3M | -2.6% | +4.6% | -7.2% | -3.6% |
| 6M | +80.1% | +18.1% | +62.1% | +73.8% |
| YTD | +63.0% | +34.7% | +28.4% | +52.2% |
| 1Y | +59.4% | +65.6% | -6.3% | +40.9% |
| 3Y | +127.0% | +83.8% | +43.3% | +88.5% |
| 5Y | +61.7% | +46.5% | +15.2% | +37.8% |
| All | +490.5% | -3.8% | +494.3% | +491.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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