+122.8%
DAL vs INDA
+99.5%
+23.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.4% | +0.7% |
| 7D | +8.8% | +6.6% | +2.2% | +3.2% |
| 30D | +5.4% | +10.4% | -5.0% | -2.9% |
| 3M | -4.9% | +1.5% | -6.5% | -6.0% |
| 6M | +19.8% | +1.7% | +18.1% | +18.6% |
| YTD | +27.0% | -5.8% | +32.8% | +34.3% |
| 1Y | +52.5% | -5.1% | +57.5% | +59.9% |
| 3Y | +173.8% | +16.0% | +157.9% | +141.7% |
| 5Y | +104.5% | +9.3% | +95.3% | +91.5% |
| All | +122.8% | +99.5% | +23.3% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling