+48.1%
ROK vs RACE
+93.6%
-45.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.0% |
| 7D | +0.7% | -2.5% | +3.2% | +1.7% |
| 30D | -3.3% | +0.8% | -4.1% | -3.7% |
| 3M | -5.9% | +17.2% | -23.0% | -11.9% |
| 6M | +13.9% | +13.6% | +0.3% | +7.4% |
| YTD | +12.6% | +12.2% | +0.4% | +6.0% |
| 1Y | +28.6% | -16.3% | +44.9% | +36.0% |
| 3Y | +45.1% | +36.4% | +8.7% | +14.2% |
| All | +48.1% | +93.6% | -45.5% | -6.4% |
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 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