+0.8%
ROL vs INDA
+10.1%
-9.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.2% |
| 7D | -3.4% | -1.0% | -2.4% | -3.2% |
| 30D | -6.9% | -2.5% | -4.4% | -6.5% |
| 3M | -24.6% | +4.0% | -28.6% | -25.2% |
| 6M | -39.5% | -1.8% | -37.7% | -39.4% |
| YTD | -41.1% | -9.2% | -31.9% | -40.3% |
| 1Y | -37.9% | -7.2% | -30.8% | -37.3% |
| 3Y | +0.8% | +9.8% | -9.0% | -2.2% |
| All | +0.8% | +10.1% | -9.4% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling