+27.0%
BROS vs RACE
+92.4%
-65.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.8% |
| 7D | -6.7% | -2.5% | -4.2% | -5.3% |
| 30D | -29.1% | +0.8% | -29.8% | -29.5% |
| 3M | -16.7% | +17.2% | -33.9% | -24.1% |
| 6M | -11.6% | +13.6% | -25.2% | -18.5% |
| YTD | -23.9% | +12.2% | -36.1% | -30.2% |
| 1Y | -34.8% | -16.3% | -18.5% | -29.7% |
| 3Y | +62.1% | +36.4% | +25.6% | +11.9% |
| All | +27.0% | +92.4% | -65.5% | -32.1% |
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