-99.9%
DFNS vs INDA
+60.9%
-160.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.2% |
| 7D | -3.3% | -3.6% | +0.3% | -4.4% |
| 30D | -73.1% | -4.0% | -69.1% | -73.5% |
| 3M | -71.4% | +1.7% | -73.1% | -71.3% |
| 6M | -93.8% | -3.6% | -90.2% | -94.3% |
| YTD | -98.0% | -11.0% | -87.1% | -98.3% |
| 1Y | -98.2% | -9.5% | -88.7% | -98.4% |
| 3Y | -99.9% | +7.6% | -107.5% | -99.9% |
| 5Y | -99.9% | +4.8% | -104.6% | -99.9% |
| All | -99.9% | +60.9% | -160.7% | -99.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling