+21.3%
AR vs RACE
-16.2%
+37.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -1.0% |
| 7D | +2.5% | -2.5% | +5.0% | +2.1% |
| 30D | +14.8% | +0.8% | +14.0% | +15.0% |
| 3M | +6.2% | +17.2% | -10.9% | +9.2% |
| 6M | +4.3% | +13.6% | -9.3% | +8.5% |
| YTD | +14.4% | +12.2% | +2.2% | +19.1% |
| 1Y | +21.3% | -16.3% | +37.6% | +27.7% |
| All | +21.3% | -16.2% | +37.6% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling