+346.5%
DLR vs INDA
+121.8%
+224.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +3.3% | +1.1% | +2.2% | +2.9% |
| 30D | +4.6% | +9.4% | -4.8% | +1.0% |
| 3M | -8.3% | +2.9% | -11.2% | -9.3% |
| 6M | -5.6% | +7.2% | -12.9% | -8.1% |
| YTD | +18.7% | -4.8% | +23.5% | +20.7% |
| 1Y | +17.1% | -5.1% | +22.2% | +19.1% |
| 3Y | +54.4% | +16.7% | +37.7% | +44.6% |
| 5Y | +36.5% | +8.8% | +27.7% | +30.9% |
| 10Y | +187.7% | +116.2% | +71.5% | +107.8% |
| All | +346.5% | +121.8% | +224.7% | +207.1% |
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 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