-38.5%
DG vs INDA
+5.9%
-44.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -4.8% | -2.6% | -2.2% | -3.9% |
| 30D | +1.8% | -2.9% | +4.7% | +2.9% |
| 3M | +14.5% | +2.4% | +12.1% | +13.6% |
| 6M | -13.6% | -2.6% | -10.9% | -12.8% |
| YTD | -4.8% | -10.0% | +5.1% | -1.9% |
| 1Y | +21.6% | -7.7% | +29.2% | +24.6% |
| 3Y | +4.5% | +8.9% | -4.4% | +0.5% |
| 5Y | -38.5% | +6.0% | -44.4% | -42.3% |
| All | -38.5% | +5.9% | -44.4% | -42.3% |
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 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