+184.0%
ROP vs RACE
+741.5%
-557.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.9% | -3.9% | +0.9% | -1.7% |
| 30D | +30.1% | +6.8% | +23.2% | +27.3% |
| 3M | +19.9% | +1.3% | +18.5% | +19.2% |
| 6M | +46.0% | +26.3% | +19.7% | +34.5% |
| YTD | +8.4% | +13.8% | -5.4% | +2.3% |
| 1Y | +8.8% | -0.5% | +9.3% | +7.5% |
| 3Y | -5.6% | +25.6% | -31.3% | -18.4% |
| 5Y | +3.0% | +67.6% | -64.6% | -22.5% |
| 10Y | +184.0% | +724.7% | -540.7% | +35.0% |
| All | +184.0% | +741.5% | -557.5% | +35.0% |
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