+105.8%
ROST vs RACE
+65.0%
+40.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | +1.2% | +5.1% | -3.9% | -0.3% |
| 30D | +2.5% | +7.7% | -5.2% | +0.1% |
| 3M | -9.0% | +2.2% | -11.1% | -9.7% |
| 6M | +1.3% | +23.8% | -22.4% | -6.3% |
| YTD | +29.1% | +13.9% | +15.2% | +22.0% |
| 1Y | +45.4% | +3.8% | +41.6% | +42.1% |
| 3Y | +94.9% | +28.0% | +66.8% | +61.2% |
| All | +105.8% | +65.0% | +40.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling