+7.4%
INDA vs DOC
-22.1%
+29.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +5.5% | +6.2% | -0.7% | +4.3% |
| 30D | +7.0% | +6.5% | +0.6% | +5.7% |
| 3M | -0.6% | -6.2% | +5.7% | +0.6% |
| 6M | +1.7% | +25.6% | -23.8% | -3.2% |
| YTD | -7.5% | +32.1% | -39.5% | -13.0% |
| 1Y | -7.9% | +20.3% | -28.2% | -11.7% |
| 3Y | +14.1% | +42.7% | -28.6% | +3.6% |
| 5Y | +7.4% | -22.2% | +29.6% | +17.3% |
| All | +7.4% | -22.1% | +29.5% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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