-100.0%
DFNS vs INDA
+10.5%
-110.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.3% | +13.0% | +12.6% |
| 7D | -13.0% | +3.1% | -16.1% | -11.9% |
| 30D | -56.9% | +11.3% | -68.2% | -55.0% |
| 3M | -93.2% | +3.0% | -96.2% | -93.2% |
| 6M | -95.4% | +6.5% | -102.0% | -95.5% |
| YTD | -99.5% | -4.6% | -95.0% | -99.6% |
| 1Y | -99.6% | -5.8% | -93.9% | -99.7% |
| 3Y | -100.0% | +16.8% | -116.8% | -100.0% |
| 5Y | -100.0% | +10.4% | -110.4% | -100.0% |
| All | -100.0% | +10.5% | -110.4% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling