-31.9%
DIS vs INDA
+8.0%
-39.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.5% |
| 7D | +5.2% | +6.6% | -1.4% | +1.2% |
| 30D | +11.5% | +10.4% | +1.1% | +4.9% |
| 3M | +11.5% | +1.5% | +10.0% | +10.4% |
| 6M | +8.9% | +1.7% | +7.2% | +7.5% |
| YTD | +3.4% | -5.8% | +9.3% | +7.0% |
| 1Y | +7.2% | -5.1% | +12.3% | +10.2% |
| 3Y | +43.3% | +16.0% | +27.3% | +23.1% |
| All | -31.9% | +8.0% | -39.9% | -41.4% |
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