-4.2%
ROL vs INDA
+5.9%
-10.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | -3.3% | -2.6% | -0.7% | -2.5% |
| 30D | -7.2% | -2.9% | -4.3% | -6.4% |
| 3M | -27.0% | +2.4% | -29.4% | -27.6% |
| 6M | -39.5% | -2.6% | -36.9% | -39.1% |
| YTD | -41.8% | -10.0% | -31.8% | -39.9% |
| 1Y | -38.9% | -7.7% | -31.2% | -37.5% |
| 3Y | -0.4% | +8.9% | -9.3% | -6.4% |
| 5Y | -4.2% | +6.0% | -10.2% | -9.8% |
| All | -4.2% | +5.9% | -10.1% | -9.8% |
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