+46.0%
DGX vs INDA
-7.3%
+53.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +3.2% |
| 7D | +4.1% | +6.9% | -2.8% | +3.5% |
| 30D | +10.5% | +7.4% | +3.1% | +9.9% |
| 3M | +9.8% | -1.0% | +10.8% | +9.7% |
| 6M | +34.6% | +2.9% | +31.7% | +33.9% |
| YTD | +49.8% | -7.4% | +57.3% | +52.5% |
| 1Y | +46.0% | -7.4% | +53.4% | +49.1% |
| All | +46.0% | -7.3% | +53.3% | +49.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling