+266.3%
DD vs INDA
+121.8%
+144.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +5.0% | +1.1% | +3.9% | +4.3% |
| 30D | +19.7% | +9.4% | +10.3% | +13.1% |
| 3M | +7.2% | +2.9% | +4.2% | +5.1% |
| 6M | +1.0% | +7.2% | -6.2% | -3.5% |
| YTD | +29.1% | -4.8% | +33.9% | +32.9% |
| 1Y | +28.5% | -5.1% | +33.6% | +32.4% |
| 3Y | +89.4% | +16.7% | +72.8% | +70.6% |
| 5Y | +67.1% | +8.8% | +58.4% | +57.5% |
| 10Y | +97.5% | +116.2% | -18.7% | +23.6% |
| All | +266.3% | +121.8% | +144.5% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling