+1,024.4%
VRT vs DDOG
+54.5%
+969.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +4.9% | +4.1% |
| 7D | +13.6% | -6.1% | +19.7% | +16.0% |
| 30D | +6.8% | -10.1% | +16.9% | +9.9% |
| 3M | -3.2% | -9.3% | +6.0% | -2.8% |
| 6M | +20.3% | +67.2% | -46.8% | -9.0% |
| YTD | +79.6% | +54.6% | +25.0% | +37.2% |
| 1Y | +139.0% | +54.1% | +84.9% | +78.9% |
| 3Y | +644.6% | +115.3% | +529.3% | +375.5% |
| 5Y | +1,024.4% | +50.6% | +973.7% | +691.5% |
| All | +1,024.4% | +54.5% | +969.8% | +691.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling