+61.7%
ROK vs RACE
+23.0%
+38.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | +6.1% | -4.0% | +10.1% | +7.3% |
| 30D | -6.5% | +3.5% | -10.0% | -7.3% |
| 3M | -10.2% | -0.4% | -9.8% | -10.1% |
| 6M | -10.6% | +23.2% | -33.8% | -15.8% |
| YTD | +4.9% | +11.0% | -6.1% | +0.9% |
| 1Y | +3.8% | -2.2% | +6.0% | +3.6% |
| All | +61.7% | +23.0% | +38.7% | +46.4% |
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