+907.1%
DE vs INDA
+109.8%
+797.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.1% |
| 7D | -3.0% | -2.6% | -0.4% | -1.9% |
| 30D | +11.1% | -2.9% | +14.1% | +12.6% |
| 3M | +17.6% | +2.4% | +15.2% | +16.3% |
| 6M | +13.6% | -2.6% | +16.2% | +14.7% |
| YTD | +46.3% | -10.0% | +56.2% | +52.8% |
| 1Y | +44.2% | -7.7% | +51.8% | +48.6% |
| 3Y | +76.6% | +8.9% | +67.7% | +67.5% |
| 5Y | +98.2% | +6.0% | +92.3% | +89.3% |
| 10Y | +863.5% | +84.4% | +779.1% | +603.6% |
| All | +907.1% | +109.8% | +797.4% | +572.8% |
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