+111.6%
INDA vs DTE
+392.7%
-281.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | -1.0% | +0.9% | -1.9% | -1.3% |
| 30D | -2.5% | -1.9% | -0.7% | -1.9% |
| 3M | +4.0% | -3.3% | +7.3% | +5.1% |
| 6M | -1.8% | -7.1% | +5.3% | +0.6% |
| YTD | -9.2% | +8.1% | -17.3% | -12.5% |
| 1Y | -7.2% | +5.3% | -12.4% | -9.8% |
| 3Y | +9.8% | +48.2% | -38.3% | -8.8% |
| 5Y | +7.5% | +33.2% | -25.7% | -8.2% |
| 10Y | +80.8% | +137.5% | -56.7% | +11.5% |
| All | +111.6% | +392.7% | -281.1% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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