-57.9%
AUR vs RACE
+114.5%
-172.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -4.4% |
| 7D | -4.5% | -1.2% | -3.3% | -3.5% |
| 30D | -16.6% | +6.1% | -22.8% | -21.3% |
| 3M | -38.5% | -0.3% | -38.2% | -38.5% |
| 6M | -49.9% | +23.4% | -73.3% | -58.7% |
| YTD | +9.6% | +12.5% | -2.9% | -4.5% |
| 1Y | +1.2% | -0.5% | +1.7% | -1.1% |
| 3Y | +128.8% | +23.6% | +105.2% | +58.5% |
| 5Y | -57.9% | +65.4% | -123.3% | -78.7% |
| All | -57.9% | +114.5% | -172.4% | -78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling