+7.4%
DASH vs INDA
+8.8%
-1.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -10.6% | +0.7% | -11.3% | -11.3% |
| 30D | +2.2% | -0.8% | +2.9% | +3.1% |
| 3M | +32.3% | +3.9% | +28.3% | +26.7% |
| 6M | +19.1% | -0.7% | +19.8% | +20.4% |
| YTD | -6.5% | -7.7% | +1.1% | +3.1% |
| 1Y | -14.9% | -5.1% | -9.8% | -9.6% |
| 3Y | +151.9% | +13.6% | +138.3% | +91.4% |
| All | +7.4% | +8.8% | -1.4% | -11.6% |
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 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