+40.9%
DUK vs INDA
+5.7%
+35.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.1% |
| 7D | -0.7% | -2.7% | +2.0% | -0.3% |
| 30D | -2.4% | -2.8% | +0.3% | -2.1% |
| 3M | -3.0% | +1.6% | -4.6% | -3.3% |
| 6M | -6.6% | -1.4% | -5.1% | -6.5% |
| YTD | +4.6% | -10.1% | +14.7% | +6.2% |
| 1Y | +1.2% | -8.8% | +10.0% | +2.6% |
| 3Y | +45.7% | +7.6% | +38.1% | +40.8% |
| All | +40.9% | +5.7% | +35.3% | +33.6% |
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