-1.0%
DDOG vs INDA
-5.5%
+4.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +2.9% | +1.1% | +1.8% | +2.8% |
| 30D | -31.6% | +9.4% | -41.0% | -32.2% |
| 3M | -27.0% | +2.9% | -29.9% | -26.2% |
| 6M | -10.3% | +7.2% | -17.5% | -10.9% |
| YTD | +35.4% | -4.8% | +40.2% | +48.2% |
| 1Y | -1.0% | -5.1% | +4.1% | +7.5% |
| All | -1.0% | -5.5% | +4.5% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling