+507.5%
DECK vs INDA
+115.6%
+391.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +6.0% | +5.5% | +0.5% | +3.0% |
| 30D | +7.4% | +7.0% | +0.4% | +3.6% |
| 3M | -11.7% | -0.6% | -11.1% | -11.3% |
| 6M | -11.0% | +1.7% | -12.7% | -11.5% |
| YTD | -15.4% | -7.5% | -7.9% | -11.5% |
| 1Y | +7.2% | -7.9% | +15.1% | +12.4% |
| 3Y | -11.8% | +14.1% | -25.9% | -17.9% |
| 5Y | +24.3% | +7.4% | +16.9% | +20.2% |
| 10Y | +907.5% | +98.7% | +808.9% | +614.1% |
| All | +507.5% | +115.6% | +391.9% | +333.6% |
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