+115.7%
INDA vs DOC
+15.4%
+100.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +1.8% |
| 7D | +6.9% | +8.7% | -1.8% | +4.2% |
| 30D | +7.4% | +7.6% | -0.2% | +5.0% |
| 3M | -1.0% | -5.3% | +4.3% | +0.5% |
| 6M | +2.9% | +27.6% | -24.7% | -5.4% |
| YTD | -7.4% | +32.4% | -39.8% | -16.1% |
| 1Y | -7.4% | +22.9% | -30.2% | -14.2% |
| 3Y | +14.1% | +43.1% | -29.0% | -1.7% |
| 5Y | +8.2% | -21.4% | +29.6% | +12.9% |
| 10Y | +98.7% | +16.8% | +81.9% | +71.4% |
| All | +115.7% | +15.4% | +100.2% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling