-6.3%
RKT vs RACE
+93.6%
-99.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | 0.0% |
| 7D | +2.1% | -2.5% | +4.6% | +3.7% |
| 30D | +1.4% | +0.8% | +0.7% | +1.0% |
| 3M | +6.3% | +17.2% | -10.9% | -2.9% |
| 6M | -15.5% | +13.6% | -29.0% | -21.3% |
| YTD | -27.4% | +12.2% | -39.6% | -32.3% |
| 1Y | -26.6% | -16.3% | -10.3% | -20.4% |
| 3Y | +41.2% | +36.4% | +4.8% | -2.0% |
| All | -6.3% | +93.6% | -99.8% | -53.0% |
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