+98.2%
DD vs INDA
+115.4%
-17.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +5.0% | +1.1% | +3.9% | +4.1% |
| 30D | +19.7% | +9.4% | +10.3% | +12.0% |
| 3M | +7.2% | +2.9% | +4.2% | +4.7% |
| 6M | +1.0% | +7.2% | -6.2% | -4.2% |
| YTD | +29.1% | -4.8% | +33.9% | +33.5% |
| 1Y | +28.5% | -5.1% | +33.6% | +33.0% |
| 3Y | +89.4% | +16.7% | +72.8% | +66.6% |
| 5Y | +67.1% | +8.8% | +58.4% | +54.9% |
| All | +98.2% | +115.4% | -17.2% | +19.1% |
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 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