+66.4%
DOCN vs INDA
+28.3%
+38.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | 0.0% | -15.8% | -15.8% |
| 7D | -29.3% | +5.5% | -34.8% | -34.1% |
| 30D | -46.0% | +7.0% | -53.1% | -50.7% |
| 3M | -43.2% | -0.6% | -42.6% | -43.3% |
| 6M | -53.7% | +1.7% | -55.5% | -55.3% |
| YTD | +46.9% | -7.5% | +54.4% | +59.8% |
| 1Y | +54.3% | -7.9% | +62.2% | +68.7% |
| 3Y | +185.5% | +14.1% | +171.4% | +120.3% |
| 5Y | -31.1% | +7.4% | -38.5% | -40.7% |
| All | +66.4% | +28.3% | +38.0% | +30.7% |
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