-28.2%
DPZ vs INDA
+10.4%
-38.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | +2.2% | +6.2% | -4.0% | -0.5% |
| 30D | +6.7% | +12.4% | -5.7% | +1.5% |
| 3M | -4.5% | +3.2% | -7.7% | -5.8% |
| 6M | +3.3% | +3.8% | -0.5% | +1.6% |
| YTD | -19.4% | -4.3% | -15.1% | -18.1% |
| 1Y | -17.3% | -4.5% | -12.8% | -15.9% |
| 3Y | -8.4% | +17.1% | -25.5% | -16.4% |
| 5Y | -28.2% | +11.0% | -39.3% | -34.0% |
| All | -28.2% | +10.4% | -38.6% | -34.0% |
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