+334.7%
DKS vs INDA
+111.6%
+223.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.2% | -4.0% |
| 7D | -0.4% | -1.0% | +0.6% | +0.1% |
| 30D | -36.6% | -2.5% | -34.1% | -36.0% |
| 3M | -37.6% | +4.0% | -41.6% | -39.1% |
| 6M | -32.1% | -1.8% | -30.3% | -31.7% |
| YTD | -32.3% | -9.2% | -23.1% | -29.2% |
| 1Y | -39.5% | -7.2% | -32.3% | -37.5% |
| 3Y | +27.7% | +9.8% | +17.8% | +20.7% |
| 5Y | +15.0% | +7.5% | +7.5% | +10.3% |
| 10Y | +192.6% | +80.8% | +111.8% | +117.1% |
| All | +334.7% | +111.6% | +223.1% | +195.5% |
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