-50.3%
DOCS vs INDA
+20.4%
-70.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.7% |
| 7D | -1.4% | +0.7% | -2.1% | -2.1% |
| 30D | +21.8% | -0.8% | +22.6% | +22.9% |
| 3M | +27.3% | +3.9% | +23.4% | +22.9% |
| 6M | -0.3% | -0.7% | +0.4% | -0.2% |
| YTD | -40.5% | -7.7% | -32.8% | -36.0% |
| 1Y | -61.5% | -5.1% | -56.4% | -60.1% |
| 3Y | +8.2% | +13.6% | -5.5% | -14.9% |
| 5Y | -73.4% | +7.8% | -81.2% | -76.4% |
| All | -50.3% | +20.4% | -70.7% | -65.0% |
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