+121.1%
DPZ vs INDA
+104.1%
+17.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.3% |
| 7D | +3.7% | +6.1% | -2.4% | +2.2% |
| 30D | +8.0% | +11.7% | -3.7% | +5.2% |
| 3M | -4.2% | +2.1% | -6.3% | -4.7% |
| 6M | +4.6% | +3.2% | +1.4% | +3.8% |
| YTD | -18.4% | -4.9% | -13.5% | -17.6% |
| 1Y | -16.8% | -4.4% | -12.4% | -16.1% |
| 3Y | -5.0% | +17.6% | -22.6% | -8.7% |
| 5Y | -27.8% | +9.9% | -37.7% | -30.0% |
| 10Y | +121.1% | +102.7% | +18.4% | +93.1% |
| All | +121.1% | +104.1% | +17.0% | +93.1% |
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