+94.9%
ROST vs RACE
+28.1%
+66.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | +1.2% | +5.1% | -3.9% | +0.4% |
| 30D | +2.5% | +7.7% | -5.2% | +1.1% |
| 3M | -9.0% | +2.2% | -11.1% | -9.3% |
| 6M | +1.3% | +23.8% | -22.4% | -2.9% |
| YTD | +29.1% | +13.9% | +15.2% | +25.3% |
| 1Y | +45.4% | +3.8% | +41.6% | +43.9% |
| 3Y | +94.9% | +28.0% | +66.8% | +81.4% |
| All | +94.9% | +28.1% | +66.7% | +81.4% |
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