-26.2%
DOCN vs INDA
+10.4%
-36.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +0.8% |
| 7D | -12.1% | +6.2% | -18.3% | -18.7% |
| 30D | -41.0% | +12.4% | -53.4% | -49.4% |
| 3M | -38.7% | +3.2% | -41.9% | -41.5% |
| 6M | -51.5% | +3.8% | -55.3% | -54.3% |
| YTD | +65.3% | -4.3% | +69.6% | +73.1% |
| 1Y | +53.9% | -4.5% | +58.4% | +61.3% |
| 3Y | +215.6% | +17.1% | +198.5% | +130.8% |
| 5Y | -26.2% | +11.0% | -37.2% | -38.2% |
| All | -26.2% | +10.4% | -36.6% | -38.2% |
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