+1,186.0%
DPZ vs INDA
+115.6%
+1,070.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +9.5% | +5.5% | +4.0% | +8.0% |
| 30D | +12.8% | +7.0% | +5.8% | +10.8% |
| 3M | -6.2% | -0.6% | -5.7% | -6.1% |
| 6M | +4.3% | +1.7% | +2.5% | +3.7% |
| YTD | -16.6% | -7.5% | -9.1% | -15.0% |
| 1Y | -12.8% | -7.9% | -5.0% | -11.1% |
| 3Y | -0.8% | +14.1% | -14.9% | -4.4% |
| 5Y | -25.8% | +7.4% | -33.2% | -27.7% |
| 10Y | +130.9% | +98.7% | +32.2% | +88.7% |
| All | +1,186.0% | +115.6% | +1,070.4% | +944.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling