+494.1%
DECK vs INDA
+115.1%
+379.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.2% | +0.7% | -2.9% | -2.6% |
| 30D | -13.6% | -0.8% | -12.8% | -13.2% |
| 3M | -21.2% | +3.9% | -25.2% | -22.9% |
| 6M | -21.1% | -0.7% | -20.4% | -20.6% |
| YTD | -17.2% | -7.7% | -9.6% | -13.4% |
| 1Y | -30.7% | -5.1% | -25.7% | -28.7% |
| 3Y | -3.4% | +13.6% | -17.0% | -9.9% |
| 5Y | +25.5% | +7.8% | +17.7% | +21.1% |
| 10Y | +714.7% | +84.6% | +630.0% | +494.8% |
| All | +494.1% | +115.1% | +379.0% | +324.0% |
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