+562.1%
ROKU vs RACE
+299.8%
+262.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -0.5% |
| 7D | -1.3% | -2.5% | +1.2% | +0.3% |
| 30D | +5.9% | +0.8% | +5.1% | +5.1% |
| 3M | +23.9% | +17.2% | +6.7% | +9.9% |
| 6M | +59.6% | +13.6% | +46.0% | +43.6% |
| YTD | +43.4% | +12.2% | +31.2% | +28.9% |
| 1Y | +60.2% | -16.3% | +76.4% | +73.6% |
| 3Y | +90.4% | +36.4% | +54.0% | +34.4% |
| 5Y | -54.5% | +95.0% | -149.5% | -75.1% |
| All | +562.1% | +299.8% | +262.3% | +186.1% |
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 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