-5.6%
ROP vs INDA
+17.0%
-22.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -2.7% | +3.1% | -5.7% | -3.6% |
| 30D | +29.7% | +9.1% | +20.6% | +26.1% |
| 3M | +21.2% | +3.2% | +18.0% | +19.9% |
| 6M | +48.3% | +8.5% | +39.8% | +44.1% |
| YTD | +8.4% | -4.6% | +13.0% | +10.5% |
| 1Y | +6.0% | -5.5% | +11.5% | +8.4% |
| All | -5.6% | +17.0% | -22.6% | -12.0% |
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 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