+66.9%
DD vs INDA
+84.7%
-17.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -1.0% |
| 7D | -3.5% | -2.7% | -0.8% | -1.6% |
| 30D | -11.7% | -2.8% | -8.9% | -9.9% |
| 3M | -9.2% | +1.6% | -10.9% | -10.4% |
| 6M | -7.2% | -1.4% | -5.8% | -6.3% |
| YTD | +6.6% | -10.1% | +16.7% | +15.1% |
| 1Y | +32.0% | -8.8% | +40.8% | +40.7% |
| 3Y | +42.1% | +7.6% | +34.5% | +33.1% |
| 5Y | +58.1% | +5.8% | +52.3% | +50.0% |
| All | +66.9% | +84.7% | -17.8% | +8.6% |
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