+151.6%
ROP vs RACE
+647.6%
-496.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.0% |
| 7D | -4.4% | -2.5% | -1.9% | -3.7% |
| 30D | +3.2% | +0.8% | +2.5% | +3.0% |
| 3M | +23.1% | +17.2% | +5.9% | +16.8% |
| 6M | +13.3% | +13.6% | -0.3% | +8.0% |
| YTD | -7.9% | +12.2% | -20.1% | -12.3% |
| 1Y | -22.1% | -16.3% | -5.8% | -19.1% |
| 3Y | -16.8% | +36.4% | -53.2% | -29.4% |
| 5Y | -13.5% | +95.0% | -108.5% | -36.9% |
| 10Y | +137.7% | +813.2% | -675.6% | +12.6% |
| All | +151.6% | +647.6% | -496.0% | +14.0% |
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 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