+2,659.5%
VRT vs DDOG
+427.7%
+2,231.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.6% |
| 7D | +9.1% | -10.1% | +19.3% | +12.4% |
| 30D | +0.9% | -24.8% | +25.7% | +8.2% |
| 3M | -13.4% | -12.6% | -0.8% | -11.9% |
| 6M | +11.7% | +79.9% | -68.3% | -12.9% |
| YTD | +73.2% | +56.6% | +16.7% | +39.2% |
| 1Y | +123.4% | +61.6% | +61.8% | +75.1% |
| 3Y | +606.2% | +117.9% | +488.3% | +400.3% |
| 5Y | +899.9% | +54.2% | +845.7% | +633.5% |
| All | +2,659.5% | +427.7% | +2,231.8% | +1,413.4% |
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