-8.6%
DDOG price history and return analytics
+57.4%
-66.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -4.2% |
| 7D | -16.9% | +0.4% | -17.2% | -17.9% |
| 30D | -38.8% | -2.6% | -36.2% | -35.8% |
| 3M | -23.2% | -3.2% | -20.0% | -18.6% |
| 6M | -10.3% | +0.9% | -11.2% | -12.3% |
| YTD | +32.1% | +11.3% | +20.8% | +6.8% |
| 1Y | -6.1% | +14.0% | -20.1% | -27.3% |
| 3Y | +79.2% | +75.8% | +3.4% | -43.2% |
| 5Y | -8.6% | +57.8% | -66.5% | -58.9% |
| All | -8.6% | +57.4% | -66.0% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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