+119.4%
INDA vs RL
+214.8%
-95.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | +6.6% | -4.2% | +10.8% | +7.5% |
| 30D | +10.4% | +4.3% | +6.1% | +9.3% |
| 3M | +1.5% | -4.6% | +6.1% | +2.3% |
| 6M | +1.7% | +1.7% | 0.0% | +0.7% |
| YTD | -5.8% | +7.3% | -13.2% | -8.0% |
| 1Y | -5.1% | +20.8% | -25.9% | -9.6% |
| 3Y | +16.0% | +247.0% | -231.0% | -14.2% |
| 5Y | +9.3% | +225.5% | -216.2% | -20.1% |
| 10Y | +102.1% | +363.0% | -260.9% | +27.1% |
| All | +119.4% | +214.8% | -95.4% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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