+348.5%
ROK vs INDA
+84.7%
+263.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.1% |
| 7D | -1.2% | -2.7% | +1.4% | +0.5% |
| 30D | -4.8% | -2.8% | -2.0% | -3.1% |
| 3M | -6.1% | +1.6% | -7.7% | -7.0% |
| 6M | +15.5% | -1.4% | +16.9% | +16.6% |
| YTD | +11.2% | -10.1% | +21.3% | +18.9% |
| 1Y | +23.8% | -8.8% | +32.6% | +31.0% |
| 3Y | +53.1% | +7.6% | +45.5% | +45.2% |
| 5Y | +48.3% | +5.8% | +42.5% | +41.9% |
| All | +348.5% | +84.7% | +263.8% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling