+176.0%
ALLY vs RACE
+740.2%
-564.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -1.9% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | +1.1% | +6.6% | -5.5% | -2.0% |
| 3M | -13.2% | +2.2% | -15.4% | -14.3% |
| 6M | -13.5% | +22.4% | -35.9% | -22.5% |
| YTD | -14.3% | +13.8% | -28.1% | -21.1% |
| 1Y | -1.1% | +2.2% | -3.4% | -4.0% |
| 3Y | +62.0% | +25.6% | +36.4% | +31.6% |
| 5Y | -9.6% | +71.0% | -80.6% | -40.2% |
| 10Y | +176.0% | +739.1% | -563.1% | +5.4% |
| All | +176.0% | +740.2% | -564.2% | +5.4% |
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