-67.1%
DFNS vs INDA
+9.0%
-76.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.6% |
| 7D | -6.0% | +1.1% | -7.1% | -5.5% |
| 30D | -71.2% | +9.4% | -80.6% | -69.5% |
| All | -67.1% | +9.0% | -76.2% | -65.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling