+15.5%
ROL vs INDA
+10.5%
+5.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.8% | +3.1% | -2.4% | -0.3% |
| 30D | +20.6% | +11.3% | +9.3% | +16.5% |
| 3M | +4.5% | +3.0% | +1.5% | +3.4% |
| 6M | -26.5% | +6.5% | -33.1% | -28.1% |
| YTD | -34.8% | -4.6% | -30.3% | -34.0% |
| 1Y | -33.2% | -5.8% | -27.4% | -32.1% |
| 3Y | +4.5% | +16.8% | -12.3% | -4.3% |
| 5Y | +15.5% | +10.4% | +5.2% | +7.0% |
| All | +15.5% | +10.5% | +5.1% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling