+184.4%
ROP vs RACE
+729.2%
-544.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | 0.0% |
| 7D | +0.7% | -1.2% | +1.9% | +1.1% |
| 30D | +28.8% | +6.1% | +22.6% | +26.3% |
| 3M | +21.1% | -0.3% | +21.3% | +21.0% |
| 6M | +52.5% | +23.4% | +29.1% | +41.5% |
| YTD | +8.9% | +12.5% | -3.7% | +3.1% |
| 1Y | +8.2% | -0.5% | +8.7% | +6.8% |
| 3Y | -5.2% | +23.6% | -28.8% | -17.5% |
| 5Y | +1.7% | +65.4% | -63.7% | -23.2% |
| All | +184.4% | +729.2% | -544.8% | +33.4% |
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