+196.8%
DKS vs INDA
+84.7%
+112.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +0.8% |
| 7D | -3.0% | -2.7% | -0.3% | -1.3% |
| 30D | -33.4% | -2.8% | -30.6% | -32.5% |
| 3M | -39.4% | +1.6% | -41.0% | -40.3% |
| 6M | -30.1% | -1.4% | -28.7% | -29.9% |
| YTD | -31.0% | -10.1% | -20.8% | -26.6% |
| 1Y | -40.2% | -8.8% | -31.4% | -37.1% |
| 3Y | +30.9% | +7.6% | +23.3% | +23.2% |
| 5Y | +14.0% | +5.8% | +8.2% | +8.6% |
| All | +196.8% | +84.7% | +112.1% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling