-99.9%
DFNS vs INDA
+10.1%
-110.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -2.0% |
| 7D | +0.8% | -1.0% | +1.8% | +0.1% |
| 30D | -73.2% | -2.5% | -70.7% | -74.0% |
| 3M | -72.4% | +4.0% | -76.4% | -71.9% |
| 6M | -95.2% | -1.8% | -93.4% | -96.1% |
| YTD | -98.0% | -9.2% | -88.8% | -98.7% |
| 1Y | -98.3% | -7.2% | -91.1% | -98.9% |
| 3Y | -99.9% | +9.8% | -109.7% | -99.9% |
| All | -99.9% | +10.1% | -110.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling