+126.4%
DAL vs INDA
+80.4%
+46.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.1% |
| 7D | +3.4% | -1.0% | +4.4% | +4.3% |
| 30D | -13.6% | -2.5% | -11.0% | -11.6% |
| 3M | +1.2% | +4.0% | -2.8% | -1.8% |
| 6M | +34.5% | -1.8% | +36.3% | +37.0% |
| YTD | +14.7% | -9.2% | +23.8% | +24.8% |
| 1Y | +29.2% | -7.2% | +36.4% | +37.9% |
| 3Y | +100.0% | +9.8% | +90.1% | +84.8% |
| 5Y | +106.3% | +7.5% | +98.8% | +96.1% |
| 10Y | +126.4% | +80.8% | +45.6% | +51.6% |
| All | +126.4% | +80.4% | +46.0% | +51.6% |
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