-6.6%
RKT vs RACE
+62.4%
-69.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.5% | -2.6% | -3.5% |
| 7D | -7.5% | -4.0% | -3.5% | -5.1% |
| 30D | +26.6% | +3.5% | +23.0% | +24.2% |
| 3M | -2.4% | -0.4% | -2.0% | -2.1% |
| 6M | -7.4% | +23.2% | -30.5% | -17.9% |
| YTD | -29.2% | +11.0% | -40.2% | -33.5% |
| 1Y | -23.5% | -2.2% | -21.3% | -22.9% |
| 3Y | +73.9% | +22.5% | +51.4% | +30.8% |
| 5Y | -6.6% | +63.2% | -69.8% | -51.5% |
| All | -6.6% | +62.4% | -69.0% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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