+184.4%
ROP vs INDA
+115.4%
+69.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.7% | +1.1% | -0.4% | +0.2% |
| 30D | +28.8% | +9.4% | +19.4% | +23.3% |
| 3M | +21.1% | +2.9% | +18.1% | +19.3% |
| 6M | +52.5% | +7.2% | +45.3% | +47.0% |
| YTD | +8.9% | -4.8% | +13.7% | +11.0% |
| 1Y | +8.2% | -5.1% | +13.3% | +10.4% |
| 3Y | -5.2% | +16.7% | -21.8% | -13.7% |
| 5Y | +1.7% | +8.8% | -7.0% | -4.7% |
| All | +184.4% | +115.4% | +69.0% | +90.6% |
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