+107.5%
ALL vs RACE
+28.1%
+79.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.3% |
| 7D | -1.9% | +5.1% | -7.0% | -2.5% |
| 30D | +13.8% | +7.7% | +6.1% | +12.9% |
| 3M | -7.0% | +2.2% | -9.2% | -7.3% |
| 6M | +18.0% | +23.8% | -5.7% | +14.6% |
| YTD | +24.2% | +13.9% | +10.3% | +21.7% |
| 1Y | +31.2% | +3.8% | +27.4% | +30.1% |
| 3Y | +107.5% | +28.0% | +79.5% | +102.0% |
| All | +107.5% | +28.1% | +79.4% | +102.0% |
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 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