-57.0%
DOCS vs INDA
+9.4%
-66.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.2% |
| 7D | 0.0% | +6.1% | -6.1% | -5.1% |
| 30D | +7.8% | +11.7% | -3.9% | -2.3% |
| 3M | +20.0% | +2.1% | +17.9% | +17.8% |
| 6M | +26.5% | +3.2% | +23.4% | +22.7% |
| YTD | -25.8% | -4.9% | -20.9% | -22.4% |
| 1Y | -39.5% | -4.4% | -35.1% | -37.3% |
| 3Y | +60.3% | +17.6% | +42.8% | +23.6% |
| 5Y | -57.0% | +9.9% | -66.9% | -62.6% |
| All | -57.0% | +9.4% | -66.5% | -62.6% |
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 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