+75.9%
AR vs RACE
+647.6%
-571.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.1% |
| 7D | +2.5% | -2.5% | +5.0% | +3.3% |
| 30D | +14.8% | +0.8% | +14.0% | +14.3% |
| 3M | +6.2% | +17.2% | -10.9% | 0.0% |
| 6M | +4.3% | +13.6% | -9.3% | -1.8% |
| YTD | +14.4% | +12.2% | +2.2% | +7.5% |
| 1Y | +21.3% | -16.3% | +37.6% | +26.0% |
| 3Y | +39.8% | +36.4% | +3.4% | +15.2% |
| 5Y | +142.1% | +95.0% | +47.1% | +68.5% |
| 10Y | +52.0% | +813.2% | -761.2% | -30.3% |
| All | +75.9% | +647.6% | -571.7% | -31.2% |
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