+1,872.5%
VRT vs DDOG
+345.2%
+1,527.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.3% | +9.3% | +9.5% |
| 7D | -10.6% | -16.9% | +6.3% | -5.2% |
| 30D | -17.4% | -38.8% | +21.3% | -4.6% |
| 3M | -26.4% | -23.2% | -3.2% | -21.2% |
| 6M | -41.0% | -10.3% | -30.7% | -41.1% |
| YTD | +23.8% | +32.1% | -8.3% | +4.3% |
| 1Y | +11.6% | -6.1% | +17.7% | +5.8% |
| 3Y | +403.5% | +79.2% | +324.3% | +280.5% |
| 5Y | +647.0% | -8.6% | +655.7% | +510.2% |
| All | +1,872.5% | +345.2% | +1,527.3% | +1,033.3% |
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