-37.3%
DOCS vs INDA
+24.5%
-61.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.7% | +2.7% |
| 7D | -4.2% | +3.1% | -7.3% | -7.0% |
| 30D | +8.6% | +11.3% | -2.6% | -1.8% |
| 3M | +27.2% | +3.0% | +24.2% | +23.7% |
| 6M | +26.5% | +6.5% | +20.0% | +18.7% |
| YTD | -25.0% | -4.6% | -20.4% | -21.7% |
| 1Y | -37.0% | -5.8% | -31.2% | -33.5% |
| 3Y | +39.4% | +16.8% | +22.6% | +6.9% |
| 5Y | -56.7% | +10.4% | -67.1% | -62.0% |
| All | -37.3% | +24.5% | -61.8% | -57.3% |
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