-12.8%
DT vs INDA
+16.8%
-29.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +3.1% | +1.1% | +2.0% | +2.8% |
| 30D | -29.5% | +9.4% | -38.9% | -31.7% |
| 3M | -11.7% | +2.9% | -14.7% | -12.5% |
| 6M | +29.0% | +7.2% | +21.8% | +25.7% |
| YTD | +3.4% | -4.8% | +8.2% | +6.1% |
| 1Y | -4.2% | -5.1% | +0.8% | -1.6% |
| 3Y | -12.8% | +16.7% | -29.5% | -25.4% |
| All | -12.8% | +16.8% | -29.7% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling