+61.0%
ROK vs RACE
+24.7%
+36.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | +7.1% | -1.2% | +8.3% | +7.4% |
| 30D | -5.0% | +6.1% | -11.1% | -6.4% |
| 3M | -9.4% | -0.3% | -9.1% | -9.3% |
| 6M | -11.0% | +23.4% | -34.4% | -16.2% |
| YTD | +4.4% | +12.5% | -8.1% | +0.1% |
| 1Y | +7.4% | -0.5% | +7.9% | +6.7% |
| 3Y | +61.0% | +23.6% | +37.4% | +45.2% |
| All | +61.0% | +24.7% | +36.3% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling