+38.3%
DD vs INDA
-5.0%
+43.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.5% | +0.7% | -4.2% | -4.0% |
| 30D | -10.3% | -0.8% | -9.5% | -9.8% |
| 3M | -7.5% | +3.9% | -11.5% | -10.0% |
| 6M | -8.0% | -0.7% | -7.3% | -9.3% |
| YTD | +10.5% | -7.7% | +18.1% | +11.3% |
| 1Y | +38.3% | -5.1% | +43.4% | +37.3% |
| All | +38.3% | -5.0% | +43.3% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling