+189.7%
ALLY vs RACE
+740.1%
-550.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.0% |
| 7D | +0.9% | +5.1% | -4.2% | -1.6% |
| 30D | +3.1% | +7.7% | -4.6% | -0.7% |
| 3M | -12.6% | +2.2% | -14.7% | -13.7% |
| 6M | -12.4% | +23.8% | -36.2% | -22.0% |
| YTD | -13.2% | +13.9% | -27.1% | -20.1% |
| 1Y | +1.8% | +3.8% | -2.0% | -1.9% |
| 3Y | +58.0% | +28.0% | +29.9% | +26.9% |
| 5Y | -8.4% | +64.9% | -73.4% | -38.2% |
| All | +189.7% | +740.1% | -550.4% | +13.3% |
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