-28.8%
DPZ vs INDA
+8.8%
-37.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.5% | +0.7% | -3.3% | -2.8% |
| 30D | -7.0% | -0.8% | -6.2% | -6.7% |
| 3M | +11.6% | +3.9% | +7.7% | +9.8% |
| 6M | -15.2% | -0.7% | -14.5% | -15.1% |
| YTD | -17.2% | -7.7% | -9.6% | -14.7% |
| 1Y | -24.8% | -5.1% | -19.8% | -23.5% |
| 3Y | -8.7% | +13.6% | -22.3% | -15.2% |
| All | -28.8% | +8.8% | -37.7% | -35.2% |
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