+205.1%
ROL vs INDA
+83.0%
+122.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.5% |
| 7D | -3.2% | -3.6% | +0.4% | -1.9% |
| 30D | -6.6% | -4.0% | -2.7% | -5.3% |
| 3M | -27.3% | +1.7% | -29.0% | -27.8% |
| 6M | -38.1% | -3.6% | -34.4% | -37.4% |
| YTD | -41.8% | -11.0% | -30.8% | -39.5% |
| 1Y | -37.8% | -9.5% | -28.3% | -35.8% |
| 3Y | -0.3% | +7.6% | -8.0% | -4.4% |
| 5Y | -5.1% | +4.8% | -9.8% | -8.6% |
| All | +205.1% | +83.0% | +122.1% | +134.3% |
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