+193.4%
ROP vs RACE
+740.1%
-546.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.4% |
| 7D | +2.1% | +5.1% | -2.9% | +0.5% |
| 30D | +32.9% | +7.7% | +25.2% | +29.8% |
| 3M | +20.3% | +2.2% | +18.2% | +19.3% |
| 6M | +36.8% | +23.8% | +13.0% | +26.8% |
| YTD | +8.1% | +13.9% | -5.8% | +2.0% |
| 1Y | +8.3% | +3.8% | +4.5% | +5.4% |
| 3Y | -3.2% | +28.0% | -31.3% | -16.9% |
| 5Y | +1.7% | +64.9% | -63.2% | -22.9% |
| All | +193.4% | +740.1% | -546.7% | +44.7% |
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 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