+147.2%
AR vs RACE
+93.6%
+53.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | +2.5% | -2.5% | +5.0% | +3.0% |
| 30D | +14.8% | +0.8% | +14.0% | +14.5% |
| 3M | +6.2% | +17.2% | -10.9% | +2.2% |
| 6M | +4.3% | +13.6% | -9.3% | +0.6% |
| YTD | +14.4% | +12.2% | +2.2% | +10.3% |
| 1Y | +21.3% | -16.3% | +37.6% | +27.2% |
| 3Y | +39.8% | +36.4% | +3.4% | +17.6% |
| All | +147.2% | +93.6% | +53.7% | +80.6% |
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