+214.9%
ROL vs RACE
+738.3%
-523.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.9% |
| 7D | +7.5% | +3.9% | +3.6% | +6.5% |
| 30D | +21.1% | +7.4% | +13.7% | +19.0% |
| 3M | +3.1% | +1.6% | +1.5% | +2.6% |
| 6M | -27.4% | +23.3% | -50.8% | -31.6% |
| YTD | -34.7% | +14.7% | -49.4% | -37.7% |
| 1Y | -32.9% | +2.5% | -35.5% | -34.1% |
| 3Y | +6.1% | +28.0% | -21.8% | -5.5% |
| 5Y | +16.3% | +69.8% | -53.5% | -6.9% |
| 10Y | +214.9% | +734.9% | -520.0% | +68.7% |
| All | +214.9% | +738.3% | -523.4% | +68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling