-45.7%
BROS vs RACE
+62.4%
-108.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -2.3% |
| 7D | -2.5% | -4.0% | +1.5% | -0.1% |
| 30D | -11.2% | +3.5% | -14.8% | -12.6% |
| 3M | -33.9% | -0.4% | -33.5% | -33.7% |
| 6M | -33.5% | +23.2% | -56.6% | -41.5% |
| YTD | -44.9% | +11.0% | -55.9% | -49.2% |
| 1Y | -41.5% | -2.2% | -39.3% | -41.6% |
| 3Y | +22.4% | +22.5% | -0.1% | -8.9% |
| 5Y | -45.7% | +63.2% | -108.8% | -73.7% |
| All | -45.7% | +62.4% | -108.1% | -73.7% |
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 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