+59.5%
CAPR vs RACE
+2.2%
+57.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.8% | -9.2% | -9.8% |
| 7D | +7.6% | +0.2% | +7.4% | +7.7% |
| 30D | +13.3% | +6.6% | +6.7% | +12.3% |
| 3M | +130.4% | +2.2% | +128.2% | +128.1% |
| 6M | -70.8% | +22.4% | -93.2% | -75.7% |
| YTD | -69.3% | +13.8% | -83.1% | -71.6% |
| 1Y | +59.5% | +2.2% | +57.3% | +392.7% |
| All | +59.5% | +2.2% | +57.3% | +392.7% |
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 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