+489.1%
DDOG vs INVH
+17.9%
+471.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +3.9% | -3.0% | +6.9% | +5.5% |
| 30D | -8.2% | -7.5% | -0.7% | -4.6% |
| 3M | -5.6% | -5.5% | 0.0% | -3.1% |
| 6M | +73.5% | +11.7% | +61.8% | +62.3% |
| YTD | +62.7% | +1.3% | +61.3% | +59.4% |
| 1Y | +59.0% | -6.1% | +65.1% | +61.3% |
| 3Y | +117.1% | -9.8% | +126.9% | +118.7% |
| 5Y | +61.3% | -19.7% | +81.0% | +74.7% |
| All | +489.1% | +17.9% | +471.2% | +468.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 10y: compounded portfolio wealth divided by compounded INVH 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…
10y analysis · Full analysis span regression · 6 months rolling