+15.5%
ROL vs RACE
+68.9%
-53.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.8% | -3.9% | +4.6% | +1.5% |
| 30D | +20.6% | +6.8% | +13.8% | +19.1% |
| 3M | +4.5% | +1.3% | +3.1% | +4.1% |
| 6M | -26.5% | +26.3% | -52.8% | -30.1% |
| YTD | -34.8% | +13.8% | -48.6% | -37.0% |
| 1Y | -33.2% | -0.5% | -32.7% | -33.5% |
| 3Y | +4.5% | +25.6% | -21.2% | -5.7% |
| 5Y | +15.5% | +67.6% | -52.1% | -3.7% |
| All | +15.5% | +68.9% | -53.3% | -3.7% |
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 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