+99.6%
DE vs INDA
+5.7%
+93.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -2.6% | -2.7% | +0.1% | -1.4% |
| 30D | +9.0% | -2.8% | +11.8% | +10.4% |
| 3M | +19.1% | +1.6% | +17.5% | +18.3% |
| 6M | +14.4% | -1.4% | +15.8% | +14.8% |
| YTD | +45.9% | -10.1% | +56.1% | +52.5% |
| 1Y | +43.6% | -8.8% | +52.4% | +48.6% |
| 3Y | +75.9% | +7.6% | +68.3% | +64.4% |
| All | +99.6% | +5.7% | +93.9% | +82.1% |
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 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