+243.1%
DIS vs INDA
+121.6%
+121.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.6% |
| 7D | +5.3% | +6.1% | -0.8% | +2.6% |
| 30D | +10.2% | +11.7% | -1.4% | +4.9% |
| 3M | +13.5% | +2.1% | +11.5% | +12.5% |
| 6M | +11.1% | +3.2% | +8.0% | +9.5% |
| YTD | +5.5% | -4.9% | +10.4% | +7.6% |
| 1Y | +9.1% | -4.4% | +13.5% | +10.9% |
| 3Y | +36.0% | +17.6% | +18.4% | +25.1% |
| 5Y | -29.8% | +9.9% | -39.7% | -33.5% |
| 10Y | +36.6% | +102.7% | -66.1% | -1.6% |
| All | +243.1% | +121.6% | +121.4% | +134.4% |
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 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