-35.6%
DOCN vs INDA
+8.0%
-43.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +0.4% |
| 7D | -19.2% | +6.6% | -25.8% | -25.7% |
| 30D | -43.1% | +10.4% | -53.4% | -50.0% |
| 3M | -40.7% | +1.5% | -42.2% | -42.4% |
| 6M | -55.0% | +1.7% | -56.7% | -56.5% |
| YTD | +50.6% | -5.8% | +56.5% | +60.8% |
| 1Y | +54.0% | -5.1% | +59.0% | +62.3% |
| 3Y | +203.9% | +16.0% | +187.9% | +124.2% |
| All | -35.6% | +8.0% | -43.6% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling