+877.2%
DECK vs INDA
+99.5%
+777.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.3% |
| 7D | +5.8% | +6.6% | -0.9% | +1.6% |
| 30D | +7.9% | +10.4% | -2.5% | +1.5% |
| 3M | -11.4% | +1.5% | -12.9% | -12.2% |
| 6M | -16.6% | +1.7% | -18.3% | -17.2% |
| YTD | -16.4% | -5.8% | -10.5% | -13.0% |
| 1Y | +8.6% | -5.1% | +13.7% | +12.3% |
| 3Y | -15.1% | +16.0% | -31.1% | -22.6% |
| 5Y | +22.9% | +9.3% | +13.6% | +16.4% |
| All | +877.2% | +99.5% | +777.7% | +614.7% |
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