-7.9%
BROS vs RACE
+95.3%
-103.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.5% |
| 7D | -21.2% | +5.1% | -26.3% | -23.1% |
| 30D | -11.6% | +7.7% | -19.2% | -14.8% |
| 3M | -36.7% | +2.2% | -38.9% | -37.4% |
| 6M | -42.8% | +23.8% | -66.6% | -49.6% |
| YTD | -44.8% | +13.9% | -58.7% | -49.7% |
| 1Y | -36.5% | +3.8% | -40.3% | -38.9% |
| 3Y | +27.0% | +28.0% | -1.1% | -6.5% |
| 5Y | -50.3% | +64.9% | -115.3% | -75.9% |
| All | -7.9% | +95.3% | -103.3% | -51.1% |
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