+138.9%
DPZ vs INDA
+115.8%
+23.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -2.5% | +3.1% | -5.5% | -3.2% |
| 30D | +12.5% | +9.1% | +3.4% | +10.3% |
| 3M | -5.2% | +3.2% | -8.4% | -5.9% |
| 6M | +8.8% | +8.5% | +0.3% | +6.7% |
| YTD | -18.7% | -4.6% | -14.0% | -17.9% |
| 1Y | -15.7% | -5.5% | -10.2% | -14.8% |
| 3Y | -7.5% | +16.7% | -24.2% | -10.9% |
| 5Y | -30.1% | +9.0% | -39.1% | -32.1% |
| All | +138.9% | +115.8% | +23.1% | +116.5% |
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 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