-28.4%
DT vs INDA
+5.9%
-34.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.2% |
| 7D | -0.5% | -2.6% | +2.1% | +1.4% |
| 30D | +0.1% | -2.9% | +3.0% | +2.2% |
| 3M | +24.1% | +2.4% | +21.7% | +21.8% |
| 6M | +30.1% | -2.6% | +32.7% | +32.0% |
| YTD | +16.8% | -10.0% | +26.7% | +26.1% |
| 1Y | -0.1% | -7.7% | +7.6% | +5.1% |
| 3Y | +6.8% | +8.9% | -2.0% | -8.1% |
| 5Y | -28.4% | +6.0% | -34.3% | -37.1% |
| All | -28.4% | +5.9% | -34.3% | -37.1% |
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