-7.0%
DASH vs INDA
+8.0%
-15.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -2.3% |
| 7D | +0.4% | +6.6% | -6.3% | -7.2% |
| 30D | -6.0% | +10.4% | -16.4% | -16.6% |
| 3M | -15.8% | +1.5% | -17.3% | -17.1% |
| 6M | +7.0% | +1.7% | +5.2% | +5.3% |
| YTD | -20.7% | -5.8% | -14.8% | -14.3% |
| 1Y | -8.5% | -5.1% | -3.5% | -2.4% |
| 3Y | +101.8% | +16.0% | +85.8% | +48.4% |
| All | -7.0% | +8.0% | -15.0% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling