-36.0%
ROL vs INDA
-5.0%
-31.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | -4.1% | -0.8% | -3.3% | -3.9% |
| 3M | -22.5% | +3.9% | -26.4% | -23.0% |
| 6M | -37.7% | -0.7% | -36.9% | -38.1% |
| YTD | -39.6% | -7.7% | -31.9% | -40.6% |
| 1Y | -36.0% | -5.1% | -30.9% | -35.0% |
| All | -36.0% | -5.0% | -31.0% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling