+68.3%
DGX vs INDA
+5.7%
+62.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | -0.9% | -2.7% | +1.8% | -0.3% |
| 30D | -1.2% | -2.8% | +1.6% | -0.6% |
| 3M | +15.8% | +1.6% | +14.1% | +15.3% |
| 6M | +18.2% | -1.4% | +19.6% | +18.3% |
| YTD | +37.2% | -10.1% | +47.3% | +40.5% |
| 1Y | +30.4% | -8.8% | +39.1% | +32.9% |
| 3Y | +96.7% | +7.6% | +89.1% | +89.6% |
| All | +68.3% | +5.7% | +62.6% | +55.9% |
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