-4.6%
DPZ vs INDA
+15.9%
-20.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.8% |
| 7D | +6.6% | +6.6% | -0.1% | +4.0% |
| 30D | +10.3% | +10.4% | -0.1% | +6.2% |
| 3M | -6.2% | +1.5% | -7.7% | -6.7% |
| 6M | +4.2% | +1.7% | +2.5% | +3.5% |
| YTD | -18.4% | -5.8% | -12.6% | -16.8% |
| 1Y | -14.9% | -5.1% | -9.8% | -13.6% |
| 3Y | -4.6% | +16.0% | -20.6% | -14.7% |
| All | -4.6% | +15.9% | -20.6% | -14.7% |
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