+117.6%
DDOG vs VWO
+61.8%
+55.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -0.4% |
| 7D | +3.2% | -1.7% | +5.0% | +4.6% |
| 30D | -10.2% | -0.3% | -9.9% | -10.0% |
| 3M | -2.6% | +4.0% | -6.6% | -5.9% |
| 6M | +80.1% | +8.1% | +72.0% | +66.7% |
| YTD | +63.0% | +11.6% | +51.4% | +46.2% |
| 1Y | +59.4% | +16.2% | +43.1% | +37.8% |
| All | +117.6% | +61.8% | +55.9% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling