+458.7%
ALL vs RACE
+670.3%
-211.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.3% |
| 7D | +4.2% | +5.7% | -1.4% | +2.8% |
| 30D | +18.9% | +9.3% | +9.6% | +16.4% |
| 3M | +1.2% | +3.8% | -2.6% | +0.1% |
| 6M | +23.2% | +29.8% | -6.6% | +14.7% |
| YTD | +30.0% | +15.6% | +14.4% | +24.1% |
| 1Y | +39.6% | +5.1% | +34.5% | +36.4% |
| 3Y | +115.2% | +30.8% | +84.5% | +92.0% |
| 5Y | +156.2% | +67.4% | +88.8% | +108.9% |
| 10Y | +398.0% | +793.6% | -395.6% | +188.6% |
| All | +458.7% | +670.3% | -211.6% | +208.9% |
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