+499.9%
DDOG vs VYM
+124.3%
+375.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.7% | +7.6% |
| 7D | +7.7% | -1.0% | +8.6% | +8.5% |
| 30D | -13.6% | -2.0% | -11.6% | -12.2% |
| 3M | -0.9% | +3.1% | -4.0% | -3.5% |
| 6M | +75.2% | +8.9% | +66.3% | +62.2% |
| YTD | +65.7% | +14.7% | +50.9% | +46.5% |
| 1Y | +60.4% | +19.4% | +41.0% | +37.0% |
| 3Y | +130.7% | +65.4% | +65.3% | +50.7% |
| 5Y | +59.9% | +77.6% | -17.7% | +2.2% |
| All | +499.9% | +124.3% | +375.6% | +206.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling