+19.8%
DDOG vs VYM
+21.8%
-2.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.2% | -15.6% | -14.1% |
| 7D | -32.2% | +1.2% | -33.4% | -31.9% |
| 30D | -31.7% | +5.2% | -37.0% | -31.1% |
| 3M | -34.5% | +0.5% | -35.0% | -34.1% |
| 6M | +28.7% | +7.7% | +20.9% | +30.3% |
| YTD | +38.8% | +17.2% | +21.6% | +34.0% |
| 1Y | +19.8% | +21.7% | -1.8% | +13.0% |
| All | +19.8% | +21.8% | -2.0% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling