-71.7%
DOCU vs INDA
+8.0%
-79.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -3.3% |
| 7D | -5.5% | +6.6% | -12.2% | -11.3% |
| 30D | +12.6% | +10.4% | +2.3% | +2.1% |
| 3M | +36.4% | +1.5% | +34.9% | +34.0% |
| 6M | +66.8% | +1.7% | +65.1% | +63.4% |
| YTD | +13.5% | -5.8% | +19.3% | +20.2% |
| 1Y | +11.3% | -5.1% | +16.4% | +16.5% |
| 3Y | +92.1% | +16.0% | +76.1% | +42.4% |
| All | -71.7% | +8.0% | -79.7% | -75.8% |
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