+272.1%
ROL vs RACE
+670.3%
-398.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.6% |
| 7D | +11.7% | +5.7% | +6.1% | +10.3% |
| 30D | +27.7% | +9.3% | +18.4% | +25.0% |
| 3M | +3.7% | +3.8% | -0.2% | +2.6% |
| 6M | -27.8% | +29.8% | -57.6% | -32.6% |
| YTD | -34.7% | +15.6% | -50.3% | -37.6% |
| 1Y | -34.1% | +5.1% | -39.2% | -35.6% |
| 3Y | +5.9% | +30.8% | -24.9% | -5.4% |
| 5Y | +15.6% | +67.4% | -51.8% | -5.3% |
| 10Y | +226.5% | +793.6% | -567.1% | +80.1% |
| All | +272.1% | +670.3% | -398.2% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling