+86.1%
ROKU vs RACE
+39.3%
+46.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | -0.1% | -1.0% | +0.9% | +0.3% |
| 30D | +1.5% | -1.5% | +3.0% | +2.0% |
| 3M | +25.7% | +15.5% | +10.2% | +17.2% |
| 6M | +54.5% | +17.3% | +37.2% | +42.5% |
| YTD | +43.2% | +11.1% | +32.1% | +34.4% |
| 1Y | +56.3% | -14.3% | +70.6% | +64.8% |
| 3Y | +86.1% | +40.2% | +45.9% | +0.1% |
| All | +86.1% | +39.3% | +46.8% | +0.1% |
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