+63.6%
DDOG vs VYM
+77.5%
-13.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.0% |
| 7D | +3.9% | -0.8% | +4.7% | +4.9% |
| 30D | -8.2% | -2.2% | -5.9% | -5.6% |
| 3M | -5.6% | +3.1% | -8.6% | -9.2% |
| 6M | +73.5% | +9.7% | +63.8% | +53.0% |
| YTD | +62.7% | +14.9% | +47.8% | +34.7% |
| 1Y | +59.0% | +17.6% | +41.4% | +27.6% |
| 3Y | +117.1% | +65.3% | +51.8% | +7.0% |
| All | +63.6% | +77.5% | -13.9% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling