+69.4%
DRI vs INDA
+6.8%
+62.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -0.8% |
| 7D | -1.2% | -1.0% | -0.2% | -0.6% |
| 30D | -0.4% | -2.5% | +2.1% | +1.1% |
| 3M | +9.5% | +4.0% | +5.5% | +6.9% |
| 6M | +6.5% | -1.8% | +8.3% | +7.4% |
| YTD | +18.4% | -9.2% | +27.6% | +25.5% |
| 1Y | +4.2% | -7.2% | +11.4% | +8.6% |
| 3Y | +57.1% | +9.8% | +47.3% | +41.4% |
| All | +69.4% | +6.8% | +62.6% | +51.4% |
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