-99.9%
DFNS vs INDA
+5.9%
-105.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -5.0% |
| 7D | +4.6% | -2.6% | +7.2% | +3.6% |
| 30D | -73.9% | -2.9% | -70.9% | -74.3% |
| 3M | -71.7% | +2.4% | -74.1% | -71.7% |
| 6M | -94.6% | -2.6% | -92.0% | -95.1% |
| YTD | -98.1% | -10.0% | -88.1% | -98.4% |
| 1Y | -98.3% | -7.7% | -90.6% | -98.6% |
| 3Y | -99.9% | +8.9% | -108.8% | -99.9% |
| 5Y | -99.9% | +6.0% | -105.8% | -99.9% |
| All | -99.9% | +5.9% | -105.8% | -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 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