+2,486.0%
VRT vs DDOG
+458.3%
+2,027.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +7.2% | -16.8% | -11.6% |
| 7D | +2.4% | +7.7% | -5.3% | 0.0% |
| 30D | -2.7% | -13.6% | +10.9% | +0.9% |
| 3M | -9.2% | -0.9% | -8.3% | -11.3% |
| 6M | -0.5% | +75.2% | -75.7% | -21.7% |
| YTD | +62.3% | +65.7% | -3.3% | +28.0% |
| 1Y | +109.6% | +60.4% | +49.2% | +64.8% |
| 3Y | +573.1% | +130.7% | +442.4% | +367.7% |
| 5Y | +953.6% | +59.9% | +893.8% | +660.9% |
| All | +2,486.0% | +458.3% | +2,027.7% | +1,291.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling