+129.7%
ROP vs INDA
+84.7%
+45.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | -4.6% | -2.7% | -1.9% | -3.3% |
| 30D | -1.7% | -2.8% | +1.1% | -0.4% |
| 3M | +17.1% | +1.6% | +15.4% | +16.0% |
| 6M | +10.9% | -1.4% | +12.3% | +11.1% |
| YTD | -12.1% | -10.1% | -2.0% | -7.8% |
| 1Y | -24.2% | -8.8% | -15.5% | -21.2% |
| 3Y | -20.4% | +7.6% | -28.0% | -24.5% |
| 5Y | -15.4% | +5.8% | -21.2% | -19.6% |
| All | +129.7% | +84.7% | +45.0% | +61.6% |
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