+30.9%
DOCU vs INDA
+13.1%
+17.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +6.9% | +0.7% | +6.2% | +6.5% |
| 30D | +19.0% | -0.8% | +19.8% | +19.5% |
| 3M | +34.3% | +3.9% | +30.4% | +31.9% |
| 6M | +48.0% | -0.7% | +48.7% | +48.5% |
| YTD | 0.0% | -7.7% | +7.7% | +4.6% |
| 1Y | -10.3% | -5.1% | -5.2% | -7.9% |
| All | +30.9% | +13.1% | +17.8% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling