-38.7%
DOCS vs INDA
+22.8%
-61.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.8% | -3.7% |
| 7D | -0.8% | +6.6% | -7.4% | -6.6% |
| 30D | +17.4% | +10.4% | +7.0% | +6.9% |
| 3M | +57.4% | +1.5% | +55.8% | +55.3% |
| 6M | +26.5% | +1.7% | +24.8% | +24.1% |
| YTD | -26.6% | -5.8% | -20.7% | -22.4% |
| 1Y | -48.1% | -5.1% | -43.0% | -45.8% |
| 3Y | +52.6% | +16.0% | +36.6% | +17.7% |
| 5Y | -52.1% | +9.3% | -61.4% | -57.8% |
| All | -38.7% | +22.8% | -61.4% | -57.6% |
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