+128.1%
DAL vs INDA
+104.1%
+24.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.3% | +4.4% |
| 7D | +10.0% | +6.1% | +3.9% | +4.8% |
| 30D | +12.0% | +11.7% | +0.3% | +2.2% |
| 3M | +0.8% | +2.1% | -1.3% | -0.8% |
| 6M | +26.2% | +3.2% | +23.0% | +23.4% |
| YTD | +33.7% | -4.9% | +38.6% | +40.2% |
| 1Y | +57.6% | -4.4% | +61.9% | +64.2% |
| 3Y | +183.5% | +17.6% | +165.9% | +147.3% |
| 5Y | +114.2% | +9.9% | +104.3% | +99.6% |
| 10Y | +128.1% | +102.7% | +25.4% | +43.4% |
| All | +128.1% | +104.1% | +24.1% | +43.4% |
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