+611.0%
VRT vs DDOG
+122.6%
+488.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.6% |
| 7D | +9.1% | -10.1% | +19.3% | +12.3% |
| 30D | +0.9% | -24.8% | +25.7% | +8.1% |
| 3M | -13.4% | -12.6% | -0.8% | -12.0% |
| 6M | +11.7% | +79.9% | -68.3% | -16.3% |
| YTD | +73.2% | +56.6% | +16.7% | +35.3% |
| 1Y | +123.4% | +61.6% | +61.8% | +65.7% |
| All | +611.0% | +122.6% | +488.4% | +397.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling