+74.2%
AR vs RACE
+65.0%
+9.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -14.3% | +5.1% | -19.3% | -15.1% |
| 30D | +1.4% | +7.7% | -6.3% | 0.0% |
| 3M | +3.4% | +2.2% | +1.2% | +2.7% |
| 6M | -2.1% | +23.8% | -25.8% | -7.0% |
| YTD | +4.7% | +13.9% | -9.2% | +0.7% |
| 1Y | +10.6% | +3.8% | +6.8% | +9.3% |
| 3Y | +24.6% | +28.0% | -3.5% | +8.9% |
| All | +74.2% | +65.0% | +9.2% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling