+62.4%
AR vs RACE
+670.3%
-607.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.1% |
| 7D | -11.7% | +5.7% | -17.4% | -13.4% |
| 30D | +1.8% | +9.3% | -7.4% | -1.2% |
| 3M | +6.0% | +3.8% | +2.1% | +4.2% |
| 6M | -7.0% | +29.8% | -36.8% | -16.0% |
| YTD | +5.6% | +15.6% | -10.0% | -2.0% |
| 1Y | +10.8% | +5.1% | +5.7% | +6.5% |
| 3Y | +19.3% | +30.8% | -11.5% | +0.3% |
| 5Y | +73.3% | +67.4% | +5.9% | +28.6% |
| 10Y | +47.6% | +793.6% | -746.0% | -32.6% |
| All | +62.4% | +670.3% | -607.9% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling