+434.4%
DGX vs INDA
+109.8%
+324.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.2% |
| 7D | -2.2% | -2.6% | +0.4% | -1.4% |
| 30D | -0.9% | -2.9% | +2.0% | 0.0% |
| 3M | +15.6% | +2.4% | +13.2% | +14.6% |
| 6M | +17.8% | -2.6% | +20.4% | +18.4% |
| YTD | +37.5% | -10.0% | +47.4% | +41.5% |
| 1Y | +31.2% | -7.7% | +38.8% | +33.9% |
| 3Y | +96.6% | +8.9% | +87.7% | +88.9% |
| 5Y | +64.9% | +6.0% | +58.9% | +58.8% |
| 10Y | +254.6% | +84.4% | +170.2% | +173.5% |
| All | +434.4% | +109.8% | +324.6% | +298.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling