-39.5%
ROL vs INDA
-8.4%
-31.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -3.2% | -2.7% | -0.5% | -2.7% |
| 30D | -4.9% | -2.8% | -2.1% | -4.5% |
| 3M | -25.8% | +1.6% | -27.5% | -26.1% |
| 6M | -37.6% | -1.4% | -36.1% | -37.7% |
| YTD | -41.5% | -10.1% | -31.3% | -42.2% |
| 1Y | -39.5% | -8.8% | -30.7% | -39.0% |
| All | -39.5% | -8.4% | -31.1% | -39.0% |
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