+96.7%
DGX vs INDA
+7.9%
+88.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.6% |
| 7D | -0.9% | -2.7% | +1.8% | -0.6% |
| 30D | -1.2% | -2.8% | +1.6% | -0.9% |
| 3M | +15.8% | +1.6% | +14.1% | +15.5% |
| 6M | +18.2% | -1.4% | +19.6% | +18.3% |
| YTD | +37.2% | -10.1% | +47.3% | +38.9% |
| 1Y | +30.4% | -8.8% | +39.1% | +31.7% |
| 3Y | +96.7% | +7.6% | +89.1% | +101.2% |
| All | +96.7% | +7.9% | +88.9% | +101.2% |
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