-0.5%
ROL vs RACE
+93.6%
-94.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.8% |
| 7D | -1.4% | -2.5% | +1.1% | -1.0% |
| 30D | -4.1% | +0.8% | -4.9% | -4.3% |
| 3M | -22.5% | +17.2% | -39.7% | -25.0% |
| 6M | -37.7% | +13.6% | -51.2% | -39.5% |
| YTD | -39.6% | +12.2% | -51.8% | -41.4% |
| 1Y | -36.0% | -16.3% | -19.8% | -34.1% |
| 3Y | -5.1% | +36.4% | -41.6% | -16.4% |
| All | -0.5% | +93.6% | -94.1% | -20.2% |
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