+111.9%
DOCN vs INDA
+32.3%
+79.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | +27.4% | +3.1% | +24.3% | +22.9% |
| 30D | -29.7% | +9.1% | -38.9% | -37.2% |
| 3M | -32.5% | +3.2% | -35.7% | -35.6% |
| 6M | -42.2% | +8.5% | -50.6% | -48.5% |
| YTD | +87.2% | -4.6% | +91.8% | +96.4% |
| 1Y | +86.2% | -5.5% | +91.7% | +97.7% |
| 3Y | +257.4% | +16.7% | +240.7% | +169.2% |
| 5Y | -27.4% | +9.0% | -36.4% | -38.8% |
| All | +111.9% | +32.3% | +79.7% | +60.6% |
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