+613.0%
ROK vs INDA
+115.1%
+497.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.7% | +0.7% | 0.0% | +0.3% |
| 30D | -3.3% | -0.8% | -2.5% | -2.9% |
| 3M | -5.9% | +3.9% | -9.8% | -7.8% |
| 6M | +13.9% | -0.7% | +14.6% | +14.4% |
| YTD | +12.6% | -7.7% | +20.2% | +17.7% |
| 1Y | +28.6% | -5.1% | +33.7% | +32.3% |
| 3Y | +45.1% | +13.6% | +31.5% | +34.7% |
| 5Y | +45.6% | +7.8% | +37.8% | +39.1% |
| 10Y | +345.0% | +84.6% | +260.4% | +211.0% |
| All | +613.0% | +115.1% | +497.8% | +374.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling