+499.9%
DDOG vs INVH
+20.7%
+479.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.1% | +7.3% | +7.2% |
| 7D | +7.7% | -2.3% | +10.0% | +8.9% |
| 30D | -13.6% | -5.7% | -7.9% | -11.1% |
| 3M | -0.9% | -4.5% | +3.6% | +1.1% |
| 6M | +75.2% | +11.0% | +64.3% | +64.5% |
| YTD | +65.7% | +3.7% | +62.0% | +60.4% |
| 1Y | +60.4% | -2.8% | +63.2% | +59.8% |
| 3Y | +130.7% | -7.1% | +137.8% | +128.9% |
| 5Y | +59.9% | -19.4% | +79.3% | +72.7% |
| All | +499.9% | +20.7% | +479.2% | +471.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling