+887.0%
DECK vs INDA
+104.1%
+783.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.7% |
| 7D | +6.4% | +6.1% | +0.3% | +2.6% |
| 30D | +9.1% | +11.7% | -2.6% | +2.0% |
| 3M | -7.2% | +2.1% | -9.3% | -8.3% |
| 6M | -9.9% | +3.2% | -13.1% | -11.4% |
| YTD | -12.8% | -4.9% | -7.9% | -9.9% |
| 1Y | +10.6% | -4.4% | +14.9% | +13.7% |
| 3Y | -13.8% | +17.6% | -31.4% | -22.1% |
| 5Y | +27.6% | +9.9% | +17.8% | +20.4% |
| 10Y | +887.0% | +102.7% | +784.4% | +621.8% |
| All | +887.0% | +104.1% | +783.0% | +621.8% |
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 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