+167.2%
ALLY vs RACE
+729.2%
-562.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.1% |
| 7D | +0.4% | -1.2% | +1.6% | +1.0% |
| 30D | +5.2% | +6.1% | -0.9% | +2.1% |
| 3M | -13.3% | -0.3% | -13.0% | -13.4% |
| 6M | -6.7% | +23.4% | -30.1% | -16.8% |
| YTD | -12.8% | +12.5% | -25.4% | -19.3% |
| 1Y | +0.7% | -0.5% | +1.1% | -0.9% |
| 3Y | +65.2% | +23.6% | +41.6% | +35.2% |
| 5Y | -10.1% | +65.4% | -75.6% | -39.6% |
| All | +167.2% | +729.2% | -562.0% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling