-6.3%
ROP vs RACE
+26.1%
-32.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | +30.3% | +6.6% | +23.7% | +29.2% |
| 3M | +17.8% | +2.2% | +15.6% | +17.4% |
| 6M | +38.9% | +22.4% | +16.5% | +34.9% |
| YTD | +7.6% | +13.8% | -6.2% | +5.0% |
| 1Y | +6.5% | +2.2% | +4.3% | +5.7% |
| All | -6.3% | +26.1% | -32.3% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling