+191.9%
ALLY vs RACE
+818.0%
-626.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.3% |
| 7D | +3.7% | -2.5% | +6.2% | +5.0% |
| 30D | -2.3% | +0.8% | -3.0% | -2.8% |
| 3M | +3.8% | +17.2% | -13.3% | -4.6% |
| 6M | +9.7% | +13.6% | -3.9% | +2.0% |
| YTD | -1.4% | +12.2% | -13.6% | -8.5% |
| 1Y | +8.2% | -16.3% | +24.5% | +15.2% |
| 3Y | +66.5% | +36.4% | +30.0% | +28.8% |
| 5Y | +1.2% | +95.0% | -93.8% | -37.4% |
| All | +191.9% | +818.0% | -626.1% | -1.8% |
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