+741.1%
DECK vs INDA
+83.0%
+658.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.2% | +0.7% | -2.9% | -2.7% |
| 30D | -13.6% | -0.8% | -12.8% | -13.2% |
| 3M | -21.2% | +3.9% | -25.2% | -23.1% |
| 6M | -21.1% | -0.7% | -20.4% | -20.5% |
| YTD | -17.2% | -7.7% | -9.6% | -13.0% |
| 1Y | -30.7% | -5.1% | -25.7% | -28.5% |
| 3Y | -3.4% | +13.6% | -17.0% | -10.9% |
| 5Y | +25.5% | +7.8% | +17.7% | +19.9% |
| All | +741.1% | +83.0% | +658.1% | +530.9% |
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 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