+58.7%
DLR vs INDA
+9.0%
+49.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.3% |
| 7D | +3.4% | -1.0% | +4.4% | +3.8% |
| 30D | -2.2% | -2.5% | +0.3% | -1.1% |
| 3M | +4.7% | +4.0% | +0.7% | +2.9% |
| 6M | +9.0% | -1.8% | +10.8% | +9.5% |
| YTD | +24.1% | -9.2% | +33.3% | +28.6% |
| 1Y | +20.9% | -7.2% | +28.1% | +23.9% |
| All | +58.7% | +9.0% | +49.6% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling