+489.1%
DDOG vs VWO
+78.7%
+410.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.9% |
| 7D | +3.9% | -1.8% | +5.7% | +5.8% |
| 30D | -8.2% | -0.1% | -8.1% | -8.2% |
| 3M | -5.6% | +2.2% | -7.8% | -8.4% |
| 6M | +73.5% | +8.8% | +64.8% | +55.8% |
| YTD | +62.7% | +12.4% | +50.3% | +40.5% |
| 1Y | +59.0% | +15.6% | +43.4% | +33.1% |
| 3Y | +117.1% | +62.5% | +54.6% | +21.8% |
| 5Y | +61.3% | +34.3% | +27.0% | +13.5% |
| All | +489.1% | +78.7% | +410.4% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling