+346.3%
ROK vs RACE
+658.9%
-312.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | -13.8% | +5.1% | -18.9% | -15.5% |
| 30D | -14.9% | +7.7% | -22.6% | -17.5% |
| 3M | -14.7% | +2.2% | -16.8% | -15.6% |
| 6M | -17.7% | +23.8% | -41.4% | -25.4% |
| YTD | -2.5% | +13.9% | -16.4% | -9.3% |
| 1Y | +2.3% | +3.8% | -1.5% | -1.1% |
| 3Y | +52.7% | +28.0% | +24.7% | +28.2% |
| 5Y | +20.5% | +64.9% | -44.4% | -11.9% |
| 10Y | +284.0% | +780.4% | -496.3% | +49.0% |
| All | +346.3% | +658.9% | -312.6% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling