+115.1%
INDA vs DOC
+17.0%
+98.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | +0.7% | -1.5% | +2.2% | +1.2% |
| 30D | -0.8% | -4.8% | +4.0% | +0.6% |
| 3M | +3.9% | +6.9% | -2.9% | +1.6% |
| 6M | -0.7% | +20.7% | -21.5% | -7.1% |
| YTD | -7.7% | +34.1% | -41.8% | -16.6% |
| 1Y | -5.1% | +22.6% | -27.7% | -12.1% |
| 3Y | +13.6% | +20.8% | -7.2% | +3.5% |
| 5Y | +7.8% | -24.9% | +32.7% | +14.3% |
| 10Y | +84.6% | -1.8% | +86.5% | +67.8% |
| All | +115.1% | +17.0% | +98.2% | +71.4% |
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