+212.7%
ROL vs RACE
+717.8%
-505.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.8% |
| 7D | -1.7% | -4.0% | +2.3% | -0.6% |
| 30D | +18.5% | +3.5% | +15.0% | +17.5% |
| 3M | +4.3% | -0.4% | +4.8% | +4.3% |
| 6M | -27.7% | +23.2% | -50.9% | -31.8% |
| YTD | -35.8% | +11.0% | -46.8% | -38.2% |
| 1Y | -34.1% | -2.2% | -31.9% | -34.4% |
| 3Y | +2.9% | +22.5% | -19.6% | -7.3% |
| 5Y | +12.7% | +63.2% | -50.4% | -8.8% |
| All | +212.7% | +717.8% | -505.1% | +67.2% |
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