+457.1%
ROP vs INDA
+122.2%
+334.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -2.7% | +3.1% | -5.7% | -4.0% |
| 30D | +29.7% | +9.1% | +20.6% | +24.9% |
| 3M | +21.2% | +3.2% | +18.0% | +19.5% |
| 6M | +48.3% | +8.5% | +39.8% | +42.7% |
| YTD | +8.4% | -4.6% | +13.0% | +10.2% |
| 1Y | +6.0% | -5.5% | +11.5% | +8.1% |
| 3Y | -5.6% | +16.7% | -22.3% | -13.0% |
| 5Y | +1.3% | +9.0% | -7.7% | -4.2% |
| 10Y | +184.1% | +116.6% | +67.5% | +94.1% |
| All | +457.1% | +122.2% | +334.9% | +265.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling