-36.5%
BROS vs RACE
+3.0%
-39.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.7% | +6.0% | +6.4% |
| 7D | -17.9% | +3.9% | -21.8% | -18.7% |
| 30D | -5.4% | +7.4% | -12.8% | -7.3% |
| 3M | -32.1% | +1.6% | -33.7% | -32.4% |
| 6M | -31.7% | +23.3% | -55.0% | -36.8% |
| YTD | -41.2% | +14.7% | -55.8% | -45.9% |
| All | -36.5% | +3.0% | -39.5% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling