+152.5%
V vs DDOG
+343.7%
-191.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.3% |
| 7D | +2.2% | -23.9% | +26.1% | +5.2% |
| 30D | +13.6% | -34.0% | +47.6% | +18.6% |
| 3M | +14.3% | -21.9% | +36.2% | +16.4% |
| 6M | +33.1% | +24.6% | +8.5% | +25.5% |
| YTD | +21.2% | +31.7% | -10.4% | +12.5% |
| 1Y | +26.4% | -6.2% | +32.6% | +22.8% |
| 3Y | +77.6% | +125.1% | -47.5% | +46.6% |
| 5Y | +102.6% | -3.5% | +106.1% | +80.6% |
| All | +152.5% | +343.7% | -191.2% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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