+13.6%
ROL vs RACE
+65.0%
-51.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | +9.5% | +5.1% | +4.4% | +8.4% |
| 30D | +22.9% | +7.7% | +15.2% | +21.2% |
| 3M | +3.5% | +2.2% | +1.4% | +3.0% |
| 6M | -29.4% | +23.8% | -53.1% | -32.5% |
| YTD | -36.1% | +13.9% | -50.0% | -38.2% |
| 1Y | -34.4% | +3.8% | -38.1% | -35.3% |
| 3Y | +4.0% | +28.0% | -24.0% | -6.6% |
| All | +13.6% | +65.0% | -51.4% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling