+194.4%
ROP vs RACE
+658.9%
-464.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.5% |
| 7D | +2.1% | +5.1% | -2.9% | +0.6% |
| 30D | +32.9% | +7.7% | +25.2% | +29.9% |
| 3M | +20.0% | +2.2% | +17.9% | +19.1% |
| 6M | +36.4% | +23.8% | +12.7% | +27.0% |
| YTD | +7.8% | +13.9% | -6.1% | +2.1% |
| 1Y | +8.0% | +3.8% | +4.2% | +5.2% |
| 3Y | -3.5% | +28.0% | -31.5% | -16.0% |
| 5Y | +1.5% | +64.9% | -63.5% | -21.2% |
| 10Y | +198.5% | +780.4% | -581.9% | +42.2% |
| All | +194.4% | +658.9% | -464.4% | +32.6% |
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