+114.1%
DT vs INDA
+59.7%
+54.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.3% |
| 7D | -1.6% | -2.7% | +1.1% | +0.2% |
| 30D | +3.0% | -2.8% | +5.8% | +5.0% |
| 3M | +26.5% | +1.6% | +24.9% | +25.0% |
| 6M | +35.9% | -1.4% | +37.4% | +36.4% |
| YTD | +17.8% | -10.1% | +28.0% | +25.9% |
| 1Y | +4.1% | -8.8% | +12.8% | +9.7% |
| 3Y | +5.3% | +7.6% | -2.3% | -2.6% |
| 5Y | -27.2% | +5.8% | -33.0% | -31.5% |
| All | +114.1% | +59.7% | +54.5% | +57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling