+415.1%
ROK vs RACE
+647.6%
-232.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.1% |
| 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% | -12.4% |
| 6M | +13.9% | +13.6% | +0.3% | +6.8% |
| YTD | +12.6% | +12.2% | +0.4% | +5.4% |
| 1Y | +28.6% | -16.3% | +44.9% | +35.6% |
| 3Y | +45.1% | +36.4% | +8.7% | +17.8% |
| 5Y | +45.6% | +95.0% | -49.4% | -1.4% |
| 10Y | +345.0% | +813.2% | -468.2% | +71.2% |
| All | +415.1% | +647.6% | -232.5% | +84.6% |
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