+121.1%
DDOG vs INDA
+8.1%
+113.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.9% | +8.0% | +7.6% |
| 7D | +7.7% | -2.6% | +10.3% | +9.2% |
| 30D | -13.6% | -2.9% | -10.7% | -12.2% |
| 3M | -0.9% | +2.4% | -3.3% | -2.5% |
| 6M | +75.2% | -2.6% | +77.8% | +77.1% |
| YTD | +65.7% | -10.0% | +75.6% | +77.2% |
| 1Y | +60.4% | -7.7% | +68.0% | +67.7% |
| All | +121.1% | +8.1% | +113.0% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling